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This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Brownian driven McKean-Vlasov dynamics.
Foundation of kinetic theory
Kac, M., · 1956
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A class of Markov processes associated with nonlinear parabolic equations
McKean, J. R., · 1966
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Propagation of chaos for a class of non-linear parabolic equations
McKean, J. R., · 1967
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Schrödinger semigroups
B. Simon, · 1982
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Topics in propagation of chaos
Sznitman, A.-S., · 1989
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L p L^{p} estimates on iterated stochastic integrals
Carlen, E., and Krée, P., · 1991
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Probability Metrics and the Stability of Stochastic Models
Rachev, S. T., · 1991
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Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized burgers equations
Jourdain, B., · 1997
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Statistics of Random Processes I
Liptser, R., and Shiryaev, A. N., · 2001
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Some stochastic particle methods for nonlinear parabolic PDEs
Bossy, M., · 2003
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Nonlinear Markov Processes and Kinetic Equations
Kolokoltsov, V. N., · 2010
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On conditional McKean Lagrangian stochastic models
Bossy, M., and Jabir, J.-F., and Talay, D., · 2011
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On Kac’s chaos and related problems,
Hauray, M. and Mischler, S., · 2014
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Concentration inequalities: A Nonasymptotic Theory of Independence
Bougeron, S., and Lugosi, G., and Massart, P., · 2016
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Probabilistic Theory of Mean Field Games I: Mean Field FBSDEs, Control and Games
Carmona, R., and Delarue, F., · 2018
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Probabilistic Theory of Mean Field Games II: Mean Field Games with Common Noise and Master Equations
Carmona, R., and Delarue, F., · 2018
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Quantitative estimates of propagation of chaos for stochastic systems with W − 1 , ∞ W^{-1,\infty} kernels
Jabin, P.- E. and Wang, Z., · 2018
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On a strong form of propagation of chaos for McKean-Vlasov equations
Lacker, D., · 2018
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Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations
Mishura, Y. S., and Veretennikov, A. Y., · 2018
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On mean-field
Veretennikov, A., · 2018
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Jabin, P.-E., and Wang, Z., · 2016
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Mean field limit for stochastic particle systems
Jabin, P.-E., and Wang, Z., · 2017
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Density estimates for some Langevin-McKean-Vlasov models and applications 2 2 2
Jabir, J.-F., and Menozzi, S., · 2019
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