Multiple time scale analysis of interacting diffusions
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Publication:1326341
DOI10.1007/BF01196730zbMath0791.60094MaRDI QIDQ1326341
Andreas Greven, Donald A. Dawson
Publication date: 14 July 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
stochastic differential equations; invariant measures; voter model; branching random walk; McKean-Vlasov limit; hierarchical model with two levels; long term behavior of large systems of interacting components
60K35: Interacting random processes; statistical mechanics type models; percolation theory
Related Items
The hierarchical Cannings process in random environment, Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients, The renormalization transformation for two-type branching models, Coupling in the theory of interacting systems, Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation, On the attracting orbit of a nonlinear transformation arising from renormalization of hierarchically interacting diffusions. II: The non-compact case, Multiple scale analysis of clusters in spatial branching models, Multilevel bilinear systems of stochastic differential equations, Finite and infinite systems of interacting diffusions, Some ergodic theorems for a parabolic Anderson model, A hierarchical mean field model of interacting spins, Phase transitions for the long-time behavior of interacting diffusions
Cites Work
- On the long term behavior of some finite particle systems
- Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation
- On the uniqueness of solutions of stochastic differential equations
- On Convergence of Stochastic Processes
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