The small noise limit of order-based diffusion processes

DOI10.1214/EJP.v19-2906zbMath1294.60084arXiv1307.0490MaRDI QIDQ2448517

Julien Reygner, Benjamin Jourdain

Publication date: 2 May 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.0490

zbMATH Keywords

Lyapunov functionalsticky particle dynamicssmall noisePeano phenomenonorder-based diffusion process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Related Items (6)

Two-Sided Infinite Systems of Competing Brownian Particles ⋮ Long time behaviour and mean-field limit of Atlas models ⋮ Comparison techniques for competing Brownian particles ⋮ Selection of equilibria in a linear quadratic mean-field game ⋮ A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data ⋮ Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws

This page was built for publication: The small noise limit of order-based diffusion processes