Diffusion with interactions and collisions between coloured particles and the propagation of chaos

DOI10.1007/BF00569988zbMath0587.60095MaRDI QIDQ1072267

Hiroshi Tanaka, Masao Nagasawa

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

empirical measuresreflection conditionVlasov-McKean limit

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items (21)

Propagation of chaos in entropy ⋮ Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps ⋮ A solution to Schrödinger's problem of nonlinear integral equations ⋮ A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space ⋮ Transformations of diffusion and Schrödinger processes ⋮ On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes ⋮ Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system ⋮ Approximate controllability of second-order damped McKean-Vlasov stochastic evolution equations ⋮ Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks ⋮ Time reversal of Markov processes and relativistic quantum theory ⋮ Abstract functional stochastic evolution equations driven by fractional Brownian motion ⋮ On a class of measure-dependent stochastic evolution equations driven by fbm ⋮ Large deviations and the propagation of chaos for Schrödinger processes ⋮ Decomposition of Order Statistics of Semimartingales Using Local Times ⋮ A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps ⋮ On a McKean‐Vlasov Stochastic Integro‐differential Evolution Equation of Sobolev‐Type ⋮ Partial mean field limits in heterogeneous networks ⋮ Abstract semilinear stochastic Itô-Volterra integrodifferential equations ⋮ Law of large numbers for a general system of stochastic differential equations with global interaction ⋮ Abstract Second-Order Damped McKean-Vlasov Stochastic Evolution Equations ⋮ Mean field systems on networks, with singular interaction through hitting times

Cites Work

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