Self-diffusion for Brownian motions with local interaction (Q1568284)

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Self-diffusion for Brownian motions with local interaction
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    Self-diffusion for Brownian motions with local interaction (English)
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    28 May 2001
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    The author studies the motion of a tagged particle in a system of interacting Brownian motions on the unit circle in the scaling limit under diffusive scaling. The interaction interpolates between the noninteracting and the totally reflecting case. For bounded initial density profile the limit dynamics is explicitly derived. It is also shown that the motions of two tagged particles become independent in the limit. The derivation of the limit dynamics is based on the approximation of the local interaction time in the corresponding martingale problem.
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    interacting Brownian motions
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    tagged particle
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    scaling limit
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    martingale problem
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    local time
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