Scaling limits of interacting diffusions in domains
DOI10.1007/s11464-014-0399-xzbMath1308.60108OpenAlexW2090673746MaRDI QIDQ2259230
Zhen-Qing Chen, Wai-Tong Louis Fan
Publication date: 27 February 2015
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-014-0399-x
functional central limit theoremhydrodynamic limitstochastic partial differential equationreflected diffusionfluctuation limitinteracting diffusionsfunctional law of large numbersGaussian Markov processcoupled nonlinear heat equations
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Population dynamics (general) (92D25) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17)
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