A fluctuation theorem for moderately interacting diffusion processes

DOI10.1007/BF00363518zbMATH Open0592.60064OpenAlexW1237574533MaRDI QIDQ1075698FDOQ1075698

Authors: Karl Oelschläger 

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1007/bf00363518

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zbMATH Keywords

asymptotic behaviourinteracting diffusion processesfluctuations of the empirical processes

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Limit theorems in probability theory (60F99)

Cites Work

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• A martingale approach to the law of large numbers for weakly interacting stochastic processes
• A law of large numbers for moderately interacting diffusion processes
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Cited In (18)

• The impact of source fluctuations in a filling box with interior diffusive mixing
• Large systems of interacting particles and the porous medium equation
• The Mathematical Analysis of Biological Aggregation and Dispersal: Progress, Problems and Perspectives
• A generalized fluctuation-dissipation theorem for the one-dimensional diffusion process
• SPDE limit of the global fluctuations in rank-based models
• Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
• A law of large numbers for moderately interacting diffusion processes
• On the connection between Hamiltonian many-particle systems and the hydrodynamical equations
• A sequence of integro-differential equations approximating a viscous porous medium equation
• On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes
• Fluctuation limit for interacting diffusions with partial annihilations through membranes
• Derivation of a fractional cross-diffusion system as the limit of a stochastic many-particle system driven by Lévy noise
• An integro-differential equation arising as a limit of individual cell-based models
• Scaling limits of interacting diffusions in domains
• Friction dominated dynamics of interacting particles locally close to a crystallographic lattice
• A generalized integral fluctuation theorem for general jump processes
• A probabilistic algorithm approximating solutions of a singular PDE of porous media type
• Propagation of chaos: a review of models, methods and applications. II: Applications

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