A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation

DOI10.1016/0304-4149(88)90081-6MaRDI QIDQ1108697zbMATH OpenOpenAlexFDO

Authors Peter Dittrich

Publication date 1988

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(88)90081-6

zbMATH Keywords

central limit theoremreaction-diffusion equationreflecting boundary conditionsinfinite- dimensional Ornstein-Uhlenbeck processpropagation of chaos expansion

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17) Random measures (60G57)

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Cited in

(14)

• Unscaled spatial branging process with interaction: macrospic equation and local equilibrium
• Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
• Fluctuations of one-dimensional Ginzburg-Landau models in nonequilibrium
• 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
• Fluctuations for annihilations of Brownian spheres
• Etude d'une équation différentielle stochastique non linéaire avec temps local, modèle limité pour un système de particules avec interaction à la frontière. (Study of a nonlinear stochastic differential equation with local times, limit model for a particle system with interaction at the boundary)
• Fluctuations around the mean-field limit for attractive Riesz potentials in the moderate regime
• Functional central limit theorem for Brownian particles in domains with Robin boundary condition
• Scaling limits of interacting diffusions in domains
• Markov properties of the fluctuation limit of a particle system with death
• Nonequilibrium fluctuations in particle systems modelling reaction- diffusion equations
• Fluctuations in a nonlinear reaction-diffusion model
• scientific article; zbMATH DE number 32900 (Why is no real title available?)

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