Wednesday, June 15, 2022 - 14:15 in V3-201 + Zoom
Strong convergence of propagation of chaos for McKean-Vlasov SDEs with singular interactions
A talk in the Bielefeld Stochastic Afternoon series by
Zimo Hao
| Abstract: |
In this work we show the strong convergence of propagation of chaos for the particle
approximation of McKean-Vlasov SDEs with singular $L^p$-interactions as well as the moderate
interaction particle system in the level of particle trajectories. One of the main obstacles is to
establish the strong well-posedness of particle system with singular interaction. In particular, we
develop the theory of strong well-posedness of Krylov and Röckner in the case of mixed $L^p$-drifts,
where the heat kernel estimates play a crucial role. Moreover, when the interaction kernel is
bounded measurable, we also obtain the optimal rate of strong convergence, which is partially
based on Jabin and Wang’s entropy method and Zvonkin’s transformation. This is a joint work
with Michael Röckner and Xicheng Zhang.
Within the CRC this talk is associated to the project(s): A5, B1 |
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