Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems

DOI10.1007/BF00339938zbMath0595.60096MaRDI QIDQ1077828

Tomasz Bojdecki, Louis G. Gorostiza

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

LangevinOrnstein-Uhlenbeck processequationcovariance functionalinfinite particle branching Brownian motions

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items

Invariant measures for generalized Langevin equations in conuclear spaces ⋮ The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space ⋮ Limit theorems for supercritical branching random fields with immigration ⋮ SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES ⋮ Non-Markovian fluctuation limits of infinite particle systems ⋮ The demographic variation process of branching random fields ⋮ Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples ⋮ PARTICLE PICTURE APPROACH TO THE SELF-INTERSECTION LOCAL TIME OF BRANCHING DENSITY PROCESSES IN ${\mathcal S}' ({\mathbb R}^d)$ ⋮ Inhomogenous infinite dimensional langevin equations ⋮ Markov properties of the fluctuation limit of a particle system ⋮ Current fluctuations for independent random walks in multiple dimensions ⋮ The demographic variation process of multitype branching random fields ⋮ Stability of a class of transformations of distribution-valued processes and stochastic evolution equations ⋮ GENERALIZED MEHLER SEMIGROUPS AND ORNSTEIN–UHLENBECK PROCESSES ARISING FROM SUPERPROCESSES OVER THE REAL LINE ⋮ A random field approach to weak convergence of processes ⋮ Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces ⋮ Particle picture approach to the self-intersection local time of density processes in \(\mathcal S^{\prime}(\mathbb R^d)\) ⋮ Self-intersection local time of order \(k\) for Gaussian processes in \({\mathcal S}^ \prime (\mathbb R^ {d})\). ⋮ Fluctuation limit theorems of immigration superprocesses with small branching ⋮ Some long-range dependence processes arising from fluctuations of particle systems ⋮ Branching processes with immigration and related topics ⋮ Ito stochastic integral in the dual of a nuclear space ⋮ Generalized solutions of a class of nuclear-space-valued stochastic evolution equations ⋮ Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space ⋮ Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space ⋮ Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence ⋮ Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue ⋮ Convergence of \({\mathcal S}'\)-valued processes and space-time random fields

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