Pathwise regularisation of singular interacting particle systems and their mean field limits

被引:2
作者
Harang, Fabian A. [1 ,2 ]
Mayorcas, Avi [3 ]
机构
[1] BI Norwegian Business Sch, Dept Econ, N-0442 Oslo, Norway
[2] Univ Oslo, Dept Math, Oslo, Norway
[3] Univ Cambridge, DPMMS, CMS, Wilberforce Rd, Cambridge CB3 0WB, England
基金
英国工程与自然科学研究理事会;
关键词
Regularisation by noise; Interacting particle systems; Propagation of chaos; Averaged fields; PROPAGATION; DYNAMICS; CHAOS; CRYSTALLIZATION; EQUATION; MODELS;
D O I
10.1016/j.spa.2023.02.005
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We investigate the regularising effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addition of a suitably irregular path can regularise these dynamics and we recover the McKean-Vlasov limit under very broad assumptions on the interaction kernel; only requiring it to be controlled in a possibly distributional Besov space. In the particle system we include two sources of randomness, a common noise path Z which regularises the dynamics and a family of idiosyncratic noises, which we only assume to converge in mean field scaling to a representative noise in the McKean-Vlasov equation.(c) 2023 Published by Elsevier B.V.
引用
收藏
页码:499 / 540
页数:42
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