Could someone please provide me with some reference books on nonlinear stochastic differential equations in the sense of McKean-Vlasov, the propagation of chaos in corresponding systems of particles, and techniques for dealing with singular interactions for my second-semester master's course named "McKean-Vlasov Stochastic Differential Equations"?

I have just completed a course on stochastic calculus and have not studied partial differential equations. I am not sure if this is related to the course.

Thank you in advance.

  • $\begingroup$ The reference I typically see cited is Alain-Sol Sznitman's 1989 Saint Flour lecture notes Topics in propagation of chaos. $\endgroup$
    – Shiva
    Jan 8 at 17:37


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