Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the associated McKean--Vlasov equation, as the number of particles $N\to\...

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Bibliographic Details
Main Authors Galeati, Lucio, Lê, Khoa, Mayorcas, Avi
Format Journal Article
LanguageEnglish
Published 08.03.2024
Subjects
Mathematics - Analysis of PDEs
Mathematics - Probability
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Summary:We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the associated McKean--Vlasov equation, as the number of particles $N\to\infty$, with quantitative sharp rates of order $N^{-1/2}$. Our results hold for a wide class of possibly time-dependent interactions, which are only assumed to satisfy a Besov-type regularity, related to the Hurst parameter $H\in (0,+\infty)\setminus \mathbb{N}$ of the driving noises. In particular, as $H$ decreases to $0$, interaction kernels of arbitrary singularity can be considered, a phenomenon frequently observed in regularization by noise results. Our proofs rely on a combinations of Sznitman's direct comparison argument with stochastic sewing techniques.
DOI:10.48550/arxiv.2403.05454