Propagation of chaos for interacting particles subject to environmental noise release_jn3i4uci7zewzfjscxnx5tq6ey

by Michele Coghi, Franco Flandoli

Released as a report .

2016  

Abstract

A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to the same space-dependent noise, similar to the (noninteracting) particles of the theory of diffusion of passive scalars. We prove a result of propagation of chaos and show that the limit PDE is stochastic and of inviscid type, as opposed to the case when independent noises drive the different particles.
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Type  report
Stage   accepted
Date   2016-06-22
Version   v3
Language   en ?
Number  IMS-AAP-AAP1120
arXiv  1403.1981v3
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