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Quantitative estimates of propagation of chaos for stochastic systems with $$W^{-1,\infty }$$ W - 1 , ∞ kernels

Authors :
Zhenfu Wang
Pierre Emmanuel Jabin
Source :
Inventiones mathematicae. 214:523-591
Publication Year :
2018
Publisher :
Springer Science and Business Media LLC, 2018.

Abstract

We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the limit. We have to develop for this new laws of large numbers at the exponential scale. But our result only requires very weak regularity on the interaction kernel in the negative Sobolev space $\dot W^{-1,\infty}$, thus including the Biot-Savart law and the point vortices dynamics for the 2d incompressible Navier-Stokes.<br />59 pages

Details

ISSN :
14321297 and 00209910
Volume :
214
Database :
OpenAIRE
Journal :
Inventiones mathematicae
Accession number :
edsair.doi.dedup.....a407e85be9b55973f2a271c877114dd7