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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/2410.20874 |
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| _version_ | 1866917819298349056 |
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| author | Grass, Jules Guillin, Arnaud Poquet, Christophe |
| author_facet | Grass, Jules Guillin, Arnaud Poquet, Christophe |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_20874 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient Grass, Jules Guillin, Arnaud Poquet, Christophe Probability 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. |
| title | Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient |
| topic | Probability |
| url | https://arxiv.org/abs/2410.20874 |