Establishes optimal explicit rate of propagation of chaos in total variation distance for Brownian-driven McKean-Vlasov particle systems via Girsanov and exponential martingale estimates under sub-Gaussian controls.
N., Statistics of Random Processes I , Springer-V erlag Berlin, 2001
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Rate of propagation of chaos for diffusive stochastic particle systems via Girsanov transformation
Establishes optimal explicit rate of propagation of chaos in total variation distance for Brownian-driven McKean-Vlasov particle systems via Girsanov and exponential martingale estimates under sub-Gaussian controls.