摘要
We investigate a particle system with mean field interaction living in a random environment characterized by a regime-switching process.The switching process is allowed to be dependent on the particle system.The well-posedness and various properties of the limit conditional McKean-Vlasov SDEs are studied,and the conditional propagation of chaos is established with explicit estimate of the convergence rate.
基金
supported in part by the National Natural Science Foundation of China(Grant Nos.11771327,11831014).
