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A limit theory for controlled McKean-Vlasov SPDEs

math.PR · 2023-10-02 · unverdicted · novelty 6.0

Proves existence of mean field limits, particle approximations, and set-valued propagation of chaos for controlled McKean-Vlasov SPDEs in a variational framework, illustrated on stochastic porous media equations.

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  • A limit theory for controlled McKean-Vlasov SPDEs math.PR · 2023-10-02 · unverdicted · none · ref 26

    Proves existence of mean field limits, particle approximations, and set-valued propagation of chaos for controlled McKean-Vlasov SPDEs in a variational framework, illustrated on stochastic porous media equations.