Weak quantitative propagation of chaos via differential calculus on the space of measures
Author:
Affiliation:
1. LPSM, Université de Paris
2. School of Mathematics, University of Edinburgh
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference41 articles.
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3. BENCHEIKH, O. and JOURDAIN, B. (2019). Bias behavior and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean. In CEMRACS 2017—Numerical Methods for Stochastic Models: Control, Uncertainty Quantification, Mean-Field. ESAIM Proc. Surveys 65 219–235. EDP Sci., Les Ulis.
4. CHASSAGNEUX, J.-F., CRISAN, D. and DELARUE, F. (2014). A probabilistic approach to classical solutions of the master equation for large population equilibria. arXiv preprint arXiv:1411.3009.
5. DE RAYNAL, P.-E. C. and FRIKHA, N. (2018). Well-posedness for some non-linear diffusion processes and related PDE on the Wasserstein space. arXiv preprint, arXiv:1811.06904.
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