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math.PR2026
Non-uniqueness for McKean--Vlasov SDEs with Hölder diffusion coefficients
Martin Bergerhausen, Paul Nikolaev, David J. Prömel
We show that uniqueness may fail for one-dimensional McKean--Vlasov stochastic differential equations with Hölder continuous diffusion coefficients. More precisely, for every \(α\i…
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 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…