Scaling limits of interacting diffusions with arbitrary initial distributions (Q1332564): Difference between revisions

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Latest revision as of 08:22, 30 July 2024

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Scaling limits of interacting diffusions with arbitrary initial distributions
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    Scaling limits of interacting diffusions with arbitrary initial distributions (English)
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    31 August 1994
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    It is remarked that for Brownian particles interacting with a smooth repulsive pair potential the nonlinear diffusion equation which \textit{S. R. S. Varadhan} has derived under an entropy bound for initial densities [Commun. Math. Phys. 135, No. 2, 313-353 (1991; Zbl 0725.60085)] is valid whatever initial distribution they start with.
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    empirical distributions
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    Cameron-Martin formula
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    Brownian particles
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