Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions

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)

zbMATH Keywords

central limit theoremnuclear spaceinteracting diffusion systeminfinite dimensional processes

Mathematics Subject Classification ID

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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