Entropy-cost Type Propagation of Chaos for Mean Field Interacting Particle System
Time: 2023-12-20
Published By: He Liu
Speaker(s): Xing Huang(Tianjin Univeristy)
Time: 10:00-11:30 December 21, 2023
Venue: Room 78201, Jingchunyuan 78, BICMR
We derive the quantitative entropy-cost type propagation of chaos for mean field interacting particle system, where the interaction is bounded and the initial distribution of mean field interacting particles converges to that of corresponding McKean-Vlasov SDEs in Wasserstein distance. In the finite dimensional case, the interaction is merely assumed to be bounded measurable and the noise can be multiplicative, while for the semi-linear SPDEs, the interaction is required to be bounded and Dini continuous.
