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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2405.08803 |
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| _version_ | 1866913350561038336 |
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| author | Hu, Kevin Ramanan, Kavita Salkeld, William |
| author_facet | Hu, Kevin Ramanan, Kavita Salkeld, William |
| contents | In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos result and derive a formula for the marginal dynamics of collections of locally interacting stochastic differential equations with additive Gaussian noise. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_08803 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Mimicking Theorem for processes driven by fractional Brownian motion Hu, Kevin Ramanan, Kavita Salkeld, William Probability In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos result and derive a formula for the marginal dynamics of collections of locally interacting stochastic differential equations with additive Gaussian noise. |
| title | A Mimicking Theorem for processes driven by fractional Brownian motion |
| topic | Probability |
| url | https://arxiv.org/abs/2405.08803 |