@inbook{2f544d7dee414527a0fa382a1321afc8,
title = "Mean field limit for stochastic particle systems",
abstract = "We review some classical and more recent results for the derivation of mean field equations from systems of many particles, focusing on the stochastic case where a large system of SDEs leads to a McKean–Vlasov PDE as the number N of particles goes to infinity. Classical mean field limit results require that the interaction kernel be essentially Lipschitz. To handle more singular interaction kernels is a long-standing and challenging question but which has had some recent successes.",
author = "Jabin, {Pierre Emmanuel} and Zhenfu Wang",
note = "Funding Information: P-E Jabin is partially supported by NSF Grant 1312142 and by NSF Grant RNMS (Ki-Net) 1107444. Z. Wang is supported by NSF Grant 1312142.",
year = "2017",
doi = "10.1007/978-3-319-49996-3_10",
language = "English (US)",
series = "Modeling and Simulation in Science, Engineering and Technology",
publisher = "Springer Basel",
number = "9783319499949",
pages = "379--402",
booktitle = "Modeling and Simulation in Science, Engineering and Technology",
edition = "9783319499949",
}