Pathwise Regularisation of Singular Interacting Particle Systems and their Mean Field Limits

Fabian Harang; Avi Mayorcas

doi:10.1016/j.spa.2023.02.005

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arXiv · 2010.15517

Pathwise Regularisation of Singular Interacting Particle Systems and their Mean Field Limits

Fabian Harang·Avi Mayorcas

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Abstract

We investigate the regularizing 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.

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Fabian Harang, Avi Mayorcas. 2020-10-29. Pathwise Regularisation of Singular Interacting Particle Systems and their Mean Field Limits. https://doi.org/10.1016/j.spa.2023.02.005

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