Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient

Jules Grass; Arnaud Guillin; Christophe Poquet

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arXiv · 2410.20874

Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient

Jules Grass·Arnaud Guillin·Christophe Poquet

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Abstract

We present a method to obtain sharp local propagation of chaos results for a system of N particles with a diffusion coefficient that it not constant and may depend of the empirical measure. This extends the recent works of Lacker [14] and Wang [24] to the case of non constant diffusions. The proof relies on the BBGKY hierarchy to obtain a system of differential inequalities on the relative entropy of k particles, involving the fisher information.

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Jules Grass, Arnaud Guillin, Christophe Poquet. 2024-10-28. Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient. https://arxiv.org/abs/2410.20874

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