Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
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Publication:1083123
DOI10.1016/0047-259X(86)90035-7zbMath0604.60059WikidataQ105583537 ScholiaQ105583537MaRDI QIDQ1083123
Masuyuki Hitsuda, Itaru Mitoma
Publication date: 1986
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Stochastic integral equations (60H20)
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Cites Work
- Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
- Central limit theorem for a simple diffusion model of interacting particles
- Distribution-valued processes arising from independent Brownian motions
- Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
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