An invariance principle for Markov processes and Brownian particles with singular interaction

DOI10.1016/S0246-0203(98)80031-9MaRDI QIDQ1386729zbMATH OpenFDO

Authors Hirofumi Osada

Publication date 20 June 1999

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1998__34_2_217_0, https://eudml.org/doc/77601

zbMATH Keywords

Dirichlet formsinteracting Brownian motioninvariance principleMarkov processes

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cited in

(11)

• An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains
• An invariance principle related to a process which generalizes the \(N\)-dimensional Brownian motion
• BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion.
• A central limit theorem for stochastic heat equations in random environment
• Tagged particle process in continuum with singular interactions
• Infinite interacting diffusion particles I: Equilibrium process and its scaling limit
• Stochastic geometry and dynamics of infinitely many particle systems -- random matrices and interacting Brownian motions in infinite dimensions
• An invariance principle for the tagged particle process in continuum with singular interaction potential
• Tagged particle processes and their non-explosion criteria
• Vanishing self-diffusivity in Ginibre interacting Brownian motions in two dimensions
• Diffusion approximation for equilibrium Kawasaki dynamics in continuum

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