{"title":"Scaling limit of moderately interacting particle systems with singular interaction and environmental noise","authors":"S. Guo, Dejun Luo","doi":"10.1214/22-AAP1860","DOIUrl":null,"url":null,"abstract":"We consider moderately interacting particle systems with singular interaction kernel and environmental noise. It is shown that the mollified empirical measures converge in strong norms to the unique (local) solutions of nonlinear Fokker-Planck equations. The approach works for the Biot-Savart and repulsive Poisson kernels.","PeriodicalId":50979,"journal":{"name":"Annals of Applied Probability","volume":" ","pages":""},"PeriodicalIF":1.4000,"publicationDate":"2021-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Applied Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/22-AAP1860","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 2
Abstract
We consider moderately interacting particle systems with singular interaction kernel and environmental noise. It is shown that the mollified empirical measures converge in strong norms to the unique (local) solutions of nonlinear Fokker-Planck equations. The approach works for the Biot-Savart and repulsive Poisson kernels.
期刊介绍:
The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.