A fluctuation theorem for moderately interacting diffusion processes
From MaRDI portal
Publication:1075698
DOI10.1007/BF00363518zbMath0592.60064OpenAlexW1237574533MaRDI QIDQ1075698
Publication date: 1987
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00363518
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Limit theorems in probability theory (60F99)
Related Items (14)
An integro-differential equation arising as a limit of individual cell-based models ⋮ 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 ⋮ Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel ⋮ 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 ⋮ SPDE limit of the global fluctuations in rank-based models ⋮ Scaling limits of interacting diffusions in domains ⋮ A sequence of integro-differential equations approximating a viscous porous medium equation ⋮ The Mathematical Analysis of Biological Aggregation and Dispersal: Progress, Problems and Perspectives ⋮ Derivation of a fractional cross-diffusion system as the limit of a stochastic many-particle system driven by Lévy noise ⋮ Friction dominated dynamics of interacting particles locally close to a crystallographic lattice ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications ⋮ Large systems of interacting particles and the porous medium equation
Cites Work
This page was built for publication: A fluctuation theorem for moderately interacting diffusion processes