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.

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Journal
ArXiv.org
Published
2025-07-04
Primary Topic
Electrostatics and Colloid Interactions
Type
article
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article

Graphon particle system with common noise

Erhan Bayraktar, X. T. He, Donghan Kim
ArXiv.org
Electrostatics and Colloid Interactions
article

Graphon particle system with common noise

Erhan Bayraktar, X. T. He, Donghan Kim
article en

Abstract

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.

ArXiv.org
Openalex Percentile: Top 73%
Electrostatics and Colloid Interactions
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Graphon particle system with common noise — Erhan Bayraktar, X. T. He, et al. · ArXiv.org (2025) | TGRS Research Map | TGRS