Article Dans Une Revue Electronic Communications in Probability Année : 2025

Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient

Résumé

We present a method to obtain sharp local propagation of chaos results for a system of N particles with a diffusion coefficient that it not constant and may depend of the empirical measure. This extends the recent works of Lacker [14] and Wang [24] to the case of non constant diffusions. The proof relies on the BBGKY hierarchy to obtain a system of differential inequalities on the relative entropy of k particles, involving the fisher information.

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hal-04755491 , version 1 (27-10-2024)

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Jules Grass, Arnaud Guillin, Christophe Poquet. Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient. Electronic Communications in Probability, 2025, 30 (none), ⟨10.1214/25-ECP701⟩. ⟨hal-04755491⟩
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