scientific article; zbMATH DE number 3835067

zbMATH Open0526.60057MaRDI QIDQ3040249FDOQ3040249

Authors: Paola Calderoni, Mario Pulvirenti 

Publication date: 1983

Full work available at URL: http://www.numdam.org/item?id=AIHPA_1983__39_1_85_0

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zbMATH Keywords

weak convergence of distribution functionslimit theorem for stochastic differential equations

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Limit theorems in probability theory (60F99) Partial differential equations of mathematical physics and other areas of application (35Q99)

Cites Work

• On a quasi-linear parabolic equation occurring in aerodynamics
• Symmetric Measures on Cartesian Products
• Hydrodynamics in two dimensions and vortex theory

Cited In (14)

• On the Vlasov‐Fokker‐Planck equation
• Schrödinger's interpolating dynamics and Burgers' flows
• A law of large numbers for moderately interacting diffusion processes
• On the singular local limit for conservation laws with nonlocal fluxes
• A propagation of chaos result for Burgers' equation
• On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes
• Derivation of a fractional cross-diffusion system as the limit of a stochastic many-particle system driven by Lévy noise
• A general result on the approximation of local conservation laws by nonlocal conservation laws: the singular limit problem for exponential kernels
• Escape from the unstable equilibrium in a random process with infinitely many interacting particles
• Mathematical theory of queueing networks
• A phase transition behavior for Brownian motions interacting through their ranks
• Singular limits with vanishing viscosity for nonlocal conservation laws
• Propagation of chaos: a review of models, methods and applications. II: Applications
• Interface fluctuations in the two-dimensional weakly asymmetric simple exclusion process

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