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arXiv · 1608.02877

Propagation of chaos for H\"older continuous interaction kernels via Glivenko-Cantelli

Thomas Holding
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Abstract

We develop a new technique for establishing quantitative propagation of chaos for systems of interacting particles. Using this technique we prove propagation of chaos for diffusing particles whose interaction kernel is merely H\"older continuous, even at long ranges. Moreover, we do not require specially prepared initial data. On the way, we establish a law of large numbers for SDEs that holds over a class of vector fields simultaneously. The proofs bring together ideas from empirical process theory and stochastic flows.

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Thomas Holding. 2016-08-09. Propagation of chaos for H\"older continuous interaction kernels via Glivenko-Cantelli. https://arxiv.org/abs/1608.02877

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