McKean-Vlasov SPDEs with Additive Noise as Limits of Weighted Interacting Particle Systems

In this paper we consider McKean-Vlasov Partial Differential Equations (PDEs) perturbed by additive (infinite dimensional) noise. The resulting dynamics is a McKean-Vlasov SPDE or, more precisely, the Stochastic McKean-Vlasov (SMKV) equation with additive noise. It is well known that McKean-Vlasov PDEs and SMKV equations with multiplicative (gradient) noise can be obtained as limits of empirical measures of appropriate interacting particle systems. However, it is unclear whether and how one can construct interacting particle systems which converge to SMKV PDEs with additive noise. This is the question we aim to answer in this brief article.