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Convergence in Monge-Wasserstein Distance of Mean Field Systems with Locally Lipschitz Coefficients

icon-email Dung Tien Nguyen , Son Luu Nguyen , Nguyen Huu Du

Abstract

This paper focuses on stochastic systems of weakly interacting particles whose dynamics depend on the empirical measures of the whole populations. The drift and diffusion coefficients of the dynamical systems are assumed to be locally Lipschitz continuous and satisfy global linear growth condition. The limits of such systems as the number of particles tends to infinity are studied, and the rate of convergence of the sequences of empirical measures to their limits in terms of pth Monge-Wasserstein distance is established. We also investigate the existence, uniqueness, and boundedness, and continuity of solutions of the limiting McKean-Vlasov equations associated to the systems.

Viện Toán học, Viện Hàn lâm Khoa học và Công nghệ Việt Nam

Địa chỉ: Số 18 đường Hoàng Quốc Việt, quận Cầu Giấy, Hà Nội

Điện thoại: 024 37563474 - Fax: 024 37564303

Email: vientoan@math.ac.vn

Viện nghiên cứu cao cấp về toán Hội Toán học Mỹ MathScinet Thư viện số (VAST) Arxiv
Lịch hoạt động chung Lịch sử dụng phòng, hội trường, hội thảo Ảnh hoạt động
Giới thiệu Đăng nhập Đăng ký tài khoản Quên mật khẩu Chính sách bảo mật
Messages2TimelineExceptionsViews8RouteQueries108Models431MailsGateSessionRequest
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
      Backtrace
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      Metadata
      Backtrace
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      Metadata
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      Metadata
      Backtrace
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      Metadata
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