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分析与偏微分方程研讨会

Strong convergence of McKean-Vlasov SDEs with singular interactions

Speaker

Xicheng Zhang , Beijing Institute of Technology

Time

22 Oct, 09:15 - 09:55

Abstract

In this work we show the strong convergence of propagation of chaos for the particle approximation of McKean-Vlasov SDEs with singular $L^p$-interactions as well as for the moderate interaction particle systems on the level of particle trajectories. One of the main obstacles is to establish the strong well-posedness of the SDEs for particle systems with singular interaction. To this end, we extend the results on strong well-posedness of Krylov and Rockner to the case of mixed $L^p$-drifts, where the heat kernel estimates play a crucial role. Moreover, when the interaction kernel is bounded measurable, we also obtain the optimal rate of strong convergence, which is partially based on Jabin and Wang’s entropy method and Zvonkin’s transformation.