Propagation of chaos: A review of models, methods and applications. I. Models and methods

@article{Chaintron2022PropagationOC,
  title={Propagation of chaos: A review of models, methods and applications. I. Models and methods},
  author={Louis-Pierre Chaintron and Antoine Diez},
  journal={Kinetic and Related Models},
  year={2022}
}
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods as well as several important results in the field. The models considered include the McKean-Vlasov diffusion, the mean-field jump models and the Boltzmann models. The first part of this review is an introduction to modelling aspects of stochastic particle… 

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