A law of large numbers for moderately interacting diffusion processes
From MaRDI portal
Publication:3341624
DOI10.1007/BF02450284zbMath0549.60071OpenAlexW2017992740MaRDI QIDQ3341624
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02450284
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)
Related Items (75)
An integro-differential equation arising as a limit of individual cell-based models ⋮ Large deviations for a reaction diffusion model ⋮ A hydrodynamic limit for chemotaxis in a given heterogeneous environment ⋮ Non-local conservation law from stochastic particle systems ⋮ A propagation of chaos result for Burgers' equation ⋮ On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient ⋮ High density limit theorems for nonlinear chemical reactions with diffusion ⋮ A propagation of chaos result for a system of particles with moderate interaction ⋮ Coarse graining of a Fokker–Planck equation with excluded volume effects preserving the gradient flow structure ⋮ Escape from the unstable equilibrium in a random process with infinitely many interacting particles ⋮ A boundary driven generalized contact process with exchange of particles: hydrodynamics in infinite volume ⋮ Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime ⋮ Coagulation dynamics under environmental noise: scaling limit to SPDE ⋮ On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes ⋮ Convergence to the equilibria for self-stabilizing processes in double-well landscape ⋮ Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion ⋮ Large deviations for the occupation times of independent particle systems ⋮ Limit Theory for Controlled McKean--Vlasov Dynamics ⋮ \(N\)-player games and mean field games of moderate interactions ⋮ Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel ⋮ Scaling limit of moderately interacting particle systems with singular interaction and environmental noise ⋮ Scaling limit for a second-order particle system with local annihilation ⋮ Derivation of the viscoelastic stress in Stokes flows induced by nonspherical Brownian rigid particles through homogenization ⋮ Recent progress on limit theorems for large stochastic particle systems ⋮ Looking forwards and backwards: dynamics and genealogies of locally regulated populations ⋮ The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition ⋮ A one-dimensional logistic like equation with nonlinear and nonlocal diffusion: strong convergence to equilibrium ⋮ Concentration profiles in FitzHugh-Nagumo neural networks: a Hopf-Cole approach ⋮ Propagation of chaos and moderate interaction for a piecewise deterministic system of geometrically enriched particles ⋮ Mean-Field Type Modeling of Nonlocal Crowd Aversion in Pedestrian Crowd Dynamics ⋮ Strongly nonlinear stochastic processes in physics and the life sciences ⋮ On conditional McKean Lagrangian stochastic models ⋮ Uniform Approximation of 2 Dimensional Navier--Stokes Equation by Stochastic Interacting Particle Systems ⋮ Kinetic Equations and Self-organized Band Formations ⋮ On the macroscopic limit of Brownian particles with local interaction ⋮ Convergence of moderately interacting particle systems to a diffusion-convection equation ⋮ A probabilistic algorithm approximating solutions of a singular PDE of porous media type ⋮ On the connection between Hamiltonian many-particle systems and the hydrodynamical equations ⋮ Hydrodynamics of the weakly asymmetric normalized binary contact path process ⋮ Uniform convergence of proliferating particles to the FKPP equation ⋮ Large deviations and a Kramers' type law for self-stabilizing diffusions ⋮ The KPP equation as a scaling limit of locally interacting Brownian particles ⋮ A MARKOV JUMP PROCESS APPROXIMATION OF THE STOCHASTIC BURGERS EQUATION ⋮ Probabilistic gradient approximation for a viscous scalar conservation law in space dimension d≥2 ⋮ Multilevel Picard approximations for McKean-Vlasov stochastic differential equations ⋮ Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations ⋮ A sequence of integro-differential equations approximating a viscous porous medium equation ⋮ Non-uniqueness of stationary measures for self-stabilizing processes ⋮ Estimates of the transition density of a gas system ⋮ Phase transitions and macroscopic limits in a BGK model of body-attitude coordination ⋮ Local equilibrium for a one dimensional zero range process ⋮ The Navier-Stokes-Vlasov-Fokker-Planck system as a scaling limit of particles in a fluid ⋮ Unnamed Item ⋮ Mean field limit with proliferation ⋮ Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos ⋮ Mean field limit for disordered diffusions with singular interactions ⋮ A particle system approach to aggregation phenomena ⋮ Asymptotic Behavior of a System of Stochastic Particles Subject to Nonlocal Interactions ⋮ A reaction-diffusion model for moderately interacting particles ⋮ A Multiscale Approach Leading to Hybrid Mathematical Models for Angiogenesis: The Role of Randomness ⋮ Derivation of a fractional cross-diffusion system as the limit of a stochastic many-particle system driven by Lévy noise ⋮ Propagation of chaos for pressureless gas equations with viscosity. ⋮ FROM THE PHYSICAL LAWS OF TUMOR GROWTH TO MODELLING CANCER PROCESSES ⋮ Nonparametric estimation for interacting particle systems: McKean-Vlasov models ⋮ Friction dominated dynamics of interacting particles locally close to a crystallographic lattice ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications ⋮ Hydrodynamic limit for a Fleming-Viot type system. ⋮ Large Population Asymptotics for Interacting Diffusions in a Quenched Random Environment ⋮ The LAN property for McKean-Vlasov models in a mean-field regime ⋮ A note on the Markov property of stochastic processes described by nonlinear Fokker-Planck equations ⋮ Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation ⋮ McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations ⋮ Large systems of interacting particles and the porous medium equation ⋮ Diffusion with interactions and collisions between coloured particles and the propagation of chaos ⋮ A fluctuation theorem for moderately interacting diffusion processes
Cites Work
- A martingale approach to the law of large numbers for weakly interacting stochastic processes
- The Vlasov dynamics and its fluctuations in the \(1/N\) limit of interacting classical particles
- Propagation of chaos for the Burgers equation
- Propagation of Chaos and the Burgers Equation
- Convergence of Baire measures
- On a quasi-linear parabolic equation occurring in aerodynamics
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A law of large numbers for moderately interacting diffusion processes