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math.PR2022
Mean-field limit of Non-exchangeable interacting diffusions with singular kernels
Zhenfu Wang, Xianliang Zhao, Rongchan Zhu
The mean-field limit of interacting diffusions without exchangeability, caused by weighted interactions and non-i.i.d. initial values, are investigated. The weights could be signed…
cs.LG2022★ 5 cited
Self-Consistency of the Fokker-Planck Equation
Zebang Shen, Zhenfu Wang, Satyen Kale +3
The Fokker-Planck equation (FPE) is the partial differential equation that governs the density evolution of the Itô process and is of great importance to the literature of statisti…