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math.PR2026
Mean-Field Stochastic PDEs: Well-posedness and Quantitative Dimension-Free Propagation of Chaos
Wei Hong, Wei Liu, Luhan Yang
This work investigates the mean-field stochastic PDEs involving a class of pseudo-monotone kernels. We first study the well-posedness -- in both the strong and weak sense -- within…
math.PR2026
Asymptotics of Multi-Scale McKean--Vlasov Diffusions with Super-Linear Kernels: a Lifted Semigroup Approach
Wei Hong, Shanshan Hu, Wei Liu +1
In this work, we establish the small-noise asymptotic behaviour (namely, the functional law of large numbers and the large deviation principle) for multi-scale McKean--Vlasov diffu…