@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. Publisher Copyright: {\textcopyright} Springer International Publishing AG 2017.",

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",

}