Scaling limits of interacting diffusions with arbitrary initial distributions (Q1332564): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling limits of interacting diffusions with arbitrary initial distributions |
scientific article |
Statements
Scaling limits of interacting diffusions with arbitrary initial distributions (English)
0 references
31 August 1994
0 references
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.
0 references
empirical distributions
0 references
Cameron-Martin formula
0 references
Brownian particles
0 references
