Propagation of chaos: a review of models, methods and applications. II. Applications

Understand

The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics.

• The present review describes old and new methods as well as several important results in the field.
• The models considered include the McKean-Vlasov diffusion, the mean-field jump models and the Boltzmann models.
• The first part of this review is an introduction to modelling aspects of stochastic particle systems and to the notion of propagation of chaos.