A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation

DOI10.1016/0304-4149(88)90081-6zbMath0654.60098OpenAlexW2046181329MaRDI QIDQ1108697

Peter Dittrich

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90081-6

zbMATH Keywords

central limit theoremreaction-diffusion equationreflecting boundary conditionsinfinite- dimensional Ornstein-Uhlenbeck processpropagation of chaos expansion

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Random measures (60G57) Functional limit theorems; invariance principles (60F17)

Related Items (10)

Fluctuations for annihilations of Brownian spheres ⋮ Fluctuation limit for interacting diffusions with partial annihilations through membranes ⋮ On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes ⋮ Functional central limit theorem for Brownian particles in domains with Robin boundary condition ⋮ Markov properties of the fluctuation limit of a particle system with death ⋮ Fluctuations of one-dimensional Ginzburg-Landau models in nonequilibrium ⋮ Nonequilibrium fluctuations in particle systems modelling reaction- diffusion equations ⋮ Stability of a class of transformations of distribution-valued processes and stochastic evolution equations ⋮ Scaling limits of interacting diffusions in domains ⋮ Unscaled spatial branging process with interaction: macrospic equation and local equilibrium

Cites Work

• Collective phenomena in interacting particle systems
• Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
• High density limit theorems for nonlinear chemical reactions with diffusion
• A stochastic model of a chemical reaction with diffusion
• Limit laws for a coagulation model of interacting random particles
• Law of large numbers and central limit theorem for linear chemical reactions with diffusion
• Smoluchowski's theory of coagulation in colloids holds rigorously in the Boltzmann-Grad-limit
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation