Multiple time scale analysis of interacting diffusions

DOI10.1007/BF01196730zbMath0791.60094OpenAlexW2079178999MaRDI QIDQ1326341

Andreas Greven, Donald A. Dawson

Publication date: 14 July 1994

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

Full work available at URL: https://doi.org/10.1007/bf01196730

zbMATH Keywords

stochastic differential equationsinvariant measuresvoter modelbranching random walkMcKean-Vlasov limithierarchical model with two levelslong term behavior of large systems of interacting components

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (14)

Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation ⋮ Phase transitions for the long-time behavior of interacting diffusions ⋮ On the attracting orbit of a nonlinear transformation arising from renormalization of hierarchically interacting diffusions. II: The non-compact case ⋮ Finite and infinite systems of interacting diffusions ⋮ Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients ⋮ Multiple scale analysis of clusters in spatial branching models ⋮ Multilevel bilinear systems of stochastic differential equations ⋮ Spatial populations with seed-bank: finite-systems scheme ⋮ Some ergodic theorems for a parabolic Anderson model ⋮ A hierarchical mean field model of interacting spins ⋮ The renormalization transformation for two-type branching models ⋮ The hierarchical Cannings process in random environment ⋮ Spatial populations with seed-bank: well-posedness, duality and equilibrium ⋮ Coupling in the theory of interacting systems

Cites Work

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• 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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