Abstract
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 space. Contrary to the large deviation principle approach recently proposed in [2], the main ingredient of the proof here are the Partial Girsanov transformations introduced in [3] and developed in a general setting in this work.
Citation
Milica Tomašević. "Propagation of chaos for stochastic particle systems with singular mean-field interaction of type." Electron. Commun. Probab. 28 1 - 13, 2023. https://doi.org/10.1214/23-ECP539
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