Graphon particle system with common noise
We study a nonlinear graphon particle system driven by both idiosyncratic and common noise, where interactions are governed by a graphon and represented as positive finite measures. Each particle evolves via a McKean-Vlasov-type SDE with graphon-weighted conditional laws. We prove a law of large numbers for the empirical and interaction measures, using generalized Wasserstein metrics and weak convergence techniques suited for the non-Markovian structure induced by common noise.
Authors
- Erhan Bayraktar (ORCID: https://orcid.org/0000-0002-1926-4570)
- X. T. He (ORCID: https://orcid.org/0000-0002-7033-7640)
- Donghan Kim (ORCID: https://orcid.org/0000-0003-1451-5032)
Publication Details
- Journal
- ArXiv.org
- Published
- 2025-07-04
- Primary Topic
- Electrostatics and Colloid Interactions
- Type
- article
- Field-Weighted Citation Impact
- 0.00