|RENÉ FERLAND, Université du Québec à Montréal, Montréal, Québec H3C 3P8, Canada|
|Propagation of chaos: from Physics to Finance|
The chaos propagation property was first proved by Mark Kac for a simple model which bear his name since then. We present chaos propagation results (and fluctuations) for Boltzmann-like equations (scalar and mollified) and for scalar conservation laws. We also discuss possible applications of propagation of chaos in mathematical finance.