3 papers
math.PR2025
Convergence rate for Fluctuations of mean field interacting diffusion and application to 2D viscous Vortex model and Coulomb potential
Alekos Cecchin, Paul Nikolaev
For a system of mean field interacting diffusion on , the empirical measure converges to the solution of the Fokker-Planck equation. Refining this mean fiel…
math.PR2024
Quantitative relative entropy estimates for interacting particle systems with common noise
Paul Nikolaev
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise.…
math.PR2024
Quantitative relative entropy estimates on the whole space for convolution interaction forces
Paul Nikolaev, David J. Prömel
Quantitative estimates are derived, on the whole space, for the relative entropy between the joint law of random interacting particles and the tensorized law at the limiting system…