scientific article; zbMATH DE number 3835067

MaRDI QIDQ3040249zbMATH OpenFDO

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, https://eudml.org/doc/76210

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

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

Cited in

(14)

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

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