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The notion of propagation of chaos for large systems of interacting particlesoriginates in statistical physics and has recently become a central notion inmany areas of applied mathematics. The present review describes old and newmethods as well as several important results in the field. The modelsconsidered include the McKean-Vlasov diffusion, the mean-field jump models andthe Boltzmann models. The first part of this review is an introduction tomodelling aspects of stochastic particle systems and to the notion ofpropagation of chaos. The second part presents concrete applications and a moredetailed study of some of the important models in the field.

Propagation of chaos: a review of models, methods and applications. II. Applications