The notion of propagation of chaos for large systems of interacting particles originates in
statistical physics and has recently become a central notion in many areas of applied …

This paper develops a nonasymptotic, local approach to quantitative propagation of chaos
for a wide class of mean field diffusive dynamics. For a system of n interacting particles, the …

Consider the following distribution dependent SDE: dXt= σt (Xt, μXt) dWt+ bt (Xt, μXt) dt,
where μXt stands for the distribution of Xt. In this paper for non-degenerate σ, we show the …

By building upon the recent theory that established the connection between implicit
generative modeling (IGM) and optimal transport, in this study, we propose a novel …

We construct weak solutions to the McKean–Vlasov SDE d X (t)= b (X (t), d LX (t) dx (X (t)))
dt+ σ (X (t), d LX (t) dt (X (t))) d W (t) on ℝ d for possibly degenerate diffusion matrices σ with …

Under integrability conditions on distribution dependent coefficients, existence and
uniqueness are proved for distribution dependent SDEs with non-degenerate noise. When …

We propose two algorithms for the solution of the optimal control of ergodic McKean--Vlasov
dynamics. Both algorithms are based on approximations of the theoretical solutions by …

This note shows how to considerably strengthen the usual mode of convergence of an n-
particle system to its McKean-Vlasov limit, often known as propagation of chaos, when the …

We prove the existence of weak solutions to McKean–Vlasov SDEs defined on a domain
D⊆ R d with continuous and unbounded coefficients and degenerate diffusion coefficient …

In this work we show the strong convergence of propagation of chaos for the particle
approximation of McKean-Vlasov SDEs with singular-interactions as well as for the …