A law of large numbers for interacting diffusions via a mild formulation

@article{Bechtold2020ALO,
  title={A law of large numbers for interacting diffusions via a mild formulation},
  author={Florian Bechtold and Fabio Coppini},
  journal={arXiv: Probability},
  year={2020}
}
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called McKean-Vlasov or Fokker-Planck equation, as $n$ tends to infinity. We propose a relatively new approach to show this convergence by directly studying the stochastic partial differential equation that the empirical measure satisfies for each fixed $n$. Under a… Expand
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