Clustering of linearly interacting diffusions and universality of their long-time limit distribution
From MaRDI portal
Publication:1840525
DOI10.1007/s004400000100zbMath0981.60094MaRDI QIDQ1840525
Publication date: 3 March 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60J60: Diffusion processes
82C20: Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics
Related Items
The renormalization transformation for two-type branching models, Branching-coalescing particle systems, A cyclically catalytic super-Brownian motion, Some ergodic theorems for a parabolic Anderson model, Phase transitions for the long-time behavior of interacting diffusions