A fluctuation theorem for moderately interacting diffusion processes

DOI10.1007/BF00363518zbMath0592.60064OpenAlexW1237574533MaRDI QIDQ1075698

Karl Oelschläger

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1007/bf00363518

zbMATH Keywords

asymptotic behaviourinteracting diffusion processesfluctuations of the empirical processes

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Limit theorems in probability theory (60F99)

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Cites Work

• A martingale approach to the law of large numbers for weakly interacting stochastic processes
• A law of large numbers for moderately interacting diffusion processes
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