Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching  

作　　者：Jinghai SHAO Dong WEI 

机构地区：[1]Center for Applied Mathematics,Tianjin University,Tianjin,300072,China

出　　处：《Frontiers of Mathematics in China》2022年第4期731-746,共16页中国高等学校学术文摘·数学（英文）

基　　金：supported in part by the National Natural Science Foundation of China(Grant Nos.11771327,11831014).

摘　　要：We investigate a particle system with mean field interaction living in a random environment characterized by a regime-switching process.The switching process is allowed to be dependent on the particle system.The well-posedness and various properties of the limit conditional McKean-Vlasov SDEs are studied,and the conditional propagation of chaos is established with explicit estimate of the convergence rate.

关 键 词：REGIME-SWITCHING propagation of chaos Wasserstein distance conditional McKean-Vlasov SDEs rate of convergence 

分 类 号：O175[理学—数学]