2 papers
math.PR2026
Fluctuation behaviour for interacting particle systems with common noise
Paul Nikolaev
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interact…
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.…