Comparison of interacting diffusions and an application to their ergodic theory

DOI10.1007/BF01191911zbMath0853.60080MaRDI QIDQ1922098

Klaus Fleischmann, J. Theodore Cox, Andreas Greven

Publication date: 16 December 1996

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

zbMATH Keywords

interacting Fisher-Wright diffusionsinteracting diffusionsmulti-time functionals of infinite systems

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items (17)

An approximation result for a class of stochastic heat equations with colored noise ⋮ A forward-backward SDE from the 2D nonlinear stochastic heat equation ⋮ Phase transitions for the long-time behavior of interacting diffusions ⋮ Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients ⋮ Some ergodic theorems for a parabolic Anderson model ⋮ An ergodic theorem of a parabolic Anderson model driven by Lévy noise ⋮ Rescaled interacting diffusions converge to super Brownian motion ⋮ Comparison for measure valued processes with interactions ⋮ Ergodic behavior of locally regulated branching populations ⋮ Cluster formation in a stepping-stone model with continuous, hierarchically structured sites ⋮ Interacting diffusions in a random medium: comparison and longtime behavior. ⋮ Comparison of solutions of stochastic equations and applications ⋮ Stochastic comparisons for stochastic heat equation ⋮ On a Comparison Result for Markov Processes ⋮ The martingale comparison method for Markov processes ⋮ Semi-discrete semi-linear parabolic SPDEs ⋮ Different clustering regimes in systems of hierarchically interacting diffusions

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