dorsal/arxiv
View SchemaQuantitative weak propagation of chaos for McKean--Vlasov branching diffusion processes
| Authors | Wenjing Cao, Zhenjie Ren, Xiaolu Tan |
|---|---|
| Categories | |
| ArXiv ID | 2601.08330vv1 |
| URL | https://arxiv.org/abs/2601.08330 |
| License | http://arxiv.org/licenses/nonexclusive-distrib/1.0/ |
Abstract
We study in this paper the weak propagation of chaos for McKean--Vlasov diffusions with branching, whose induced marginal measures are nonnegative finite measures but not necessary probability measures. The flow of marginal measures satisfies a non-linear Fokker--Planck equation, along which we provide a functional It\^o's formula. We then consider a functional of the terminal marginal measure of the branching process, whose conditional value is solution to a Kolmogorov backward master equation. By using It\^o's formula and based on the estimates of second-order linear and intrinsic functional derivatives of the value function, we finally derive a quantitative weak convergence rate for the empirical measures of the branching diffusion processes with finite population.
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"abstract": "We study in this paper the weak propagation of chaos for McKean--Vlasov diffusions with branching, whose induced marginal measures are nonnegative finite measures but not necessary probability measures. The flow of marginal measures satisfies a non-linear Fokker--Planck equation, along which we provide a functional It\\^o\u0027s formula. We then consider a functional of the terminal marginal measure of the branching process, whose conditional value is solution to a Kolmogorov backward master equation. By using It\\^o\u0027s formula and based on the estimates of second-order linear and intrinsic functional derivatives of the value function, we finally derive a quantitative weak convergence rate for the empirical measures of the branching diffusion processes with finite population.",
"arxiv_id": "2601.08330",
"authors": [
"Wenjing Cao",
"Zhenjie Ren",
"Xiaolu Tan"
],
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"math.PR"
],
"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"title": "Quantitative weak propagation of chaos for McKean--Vlasov branching diffusion processes",
"url": "https://arxiv.org/abs/2601.08330",
"version": "v1"
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