Multiple time scale analysis of interacting diffusions

DOI10.1007/BF01196730MaRDI QIDQ1326341zbMATH OpenOpenAlexFDO

Authors Donald A. Dawson, Andreas Greven

Publication date 14 July 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01196730

zbMATH Keywords

invariant measuresstochastic differential equationsvoter modelbranching random walkMcKean-Vlasov limithierarchical model with two levelslong term behavior of large systems of interacting components

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Recommendations

• Finite and infinite systems of interacting diffusions
• Finite and Infinite Systems of Interacting Diffusions: Cluster Formation and Universality Properties
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Cites work

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• Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation
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• On the long term behavior of some finite particle systems
• On the uniqueness of solutions of stochastic differential equations

Cited in

(20)

• Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients
• Some abstract considerations on the homogenization problem of infinite dimensional diffusions
• Coupling in the theory of interacting systems
• scientific article; zbMATH DE number 3890466 (Why is no real title available?)
• scientific article; zbMATH DE number 3976012 (Why is no real title available?)
• Phase transitions for the long-time behavior of interacting diffusions
• Spatial populations with seed-bank: well-posedness, duality and equilibrium
• The renormalization transformation for two-type branching models
• The hierarchical Cannings process in random environment
• On time dependent multistep dynamic processes
• Radically elementary analysis of an interacting particle system at an unstable equilibrium
• A hierarchical mean field model of interacting spins
• Finite and infinite systems of interacting diffusions
• Mean field limits for interacting diffusions in a two-scale potential
• Spatial populations with seed-bank: finite-systems scheme
• Some ergodic theorems for a parabolic Anderson model
• Multiple scale analysis of clusters in spatial branching models
• Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation
• On the attracting orbit of a nonlinear transformation arising from renormalization of hierarchically interacting diffusions. II: The non-compact case
• Multilevel bilinear systems of stochastic differential equations

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