Propagation of chaos for stochastic particle systems with singular mean-field interaction of $L^q − L^p$ type
Résumé
In this work, we prove the well-posedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable $L_t^q-L_x^p$ space. Contrary to the large deviation principle approach recently proposed in [2], the main ingredient of the proof here are the \textit{Partial Girsanov transformations} introduced in [3] and developed in a general setting in this work.
| Origine | Fichiers produits par l'(les) auteur(s) |
|---|
