A law of large numbers for moderately interacting diffusion processes

DOI10.1007/BF02450284MaRDI QIDQ3341624zbMATH OpenOpenAlexFDO

Authors Karl Oelschläger

Publication date 1985

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02450284

zbMATH Keywords

interacting diffusion processeslaw of large numbers

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited in

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• Diffusion with interactions and collisions between coloured particles and the propagation of chaos
• A fluctuation theorem for moderately interacting diffusion processes
• Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés. (A law of large numbers for diffusion systems with interaction and unbounded coefficients)
• A propagation of chaos result for Burgers' equation
• High density limit theorems for nonlinear chemical reactions with diffusion
• A propagation of chaos result for a system of particles with moderate interaction
• Escape from the unstable equilibrium in a random process with infinitely many interacting particles
• On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes
• On the connection between Hamiltonian many-particle systems and the hydrodynamical equations
• Large deviations for a reaction diffusion model
• Random collision model for interacting populations of two species and the fluctuation-dissipation theorem --- the law of large numbers and the central limit theorem
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• Uniform convergence of proliferating particles to the FKPP equation
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• A note on the Markov property of stochastic processes described by nonlinear Fokker-Planck equations
• Large deviations for the occupation times of independent particle systems
• Strongly nonlinear stochastic processes in physics and the life sciences
• Convergence of moderately interacting particle systems to a diffusion-convection equation
• Asymptotic behaviour for interacting diffusion processes with space-time random birth
• Phase transitions and macroscopic limits in a BGK model of body-attitude coordination
• The Navier-Stokes-Vlasov-Fokker-Planck system as a scaling limit of particles in a fluid
• Derivation of a fractional cross-diffusion system as the limit of a stochastic many-particle system driven by Lévy noise
• Nonparametric estimation for interacting particle systems: McKean-Vlasov models
• Propagation of chaos: a review of models, methods and applications. II: Applications
• The LAN property for McKean-Vlasov models in a mean-field regime
• Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation
• Propagation of chaos and moderate interaction for a piecewise deterministic system of geometrically enriched particles
• Hydrodynamics of the weakly asymmetric normalized binary contact path process
• The KPP equation as a scaling limit of locally interacting Brownian particles
• Multilevel Picard approximations for McKean-Vlasov stochastic differential equations
• A hydrodynamic limit for chemotaxis in a given heterogeneous environment
• Hydrodynamic limit for a Fleming-Viot type system.
• Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime
• \(N\)-player games and mean field games of moderate interactions
• Probabilistic gradient approximation for a viscous scalar conservation law in space dimension d≥2
• A Multiscale Approach Leading to Hybrid Mathematical Models for Angiogenesis: The Role of Randomness
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• A boundary driven generalized contact process with exchange of particles: hydrodynamics in infinite volume
• Asymptotic Behavior of a System of Stochastic Particles Subject to Nonlocal Interactions
• Convergence to the equilibria for self-stabilizing processes in double-well landscape
• Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion
• On the McKean-Vlasov Limit for Interacting Diffusions
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• Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations
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• A particle system approach to aggregation phenomena
• On the wellposedness of some McKean models with moderated or singular diffusion coefficient
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• A one-dimensional logistic like equation with nonlinear and nonlocal diffusion: strong convergence to equilibrium
• Uniform approximation of 2 dimensional Navier-Stokes equation by stochastic interacting particle systems
• Kinetic equations and self-organized band formations
• On the macroscopic limit of Brownian particles with local interaction
• Large population asymptotics for interacting diffusions in a quenched random environment
• Limit theory for controlled McKean-Vlasov dynamics
• A probabilistic algorithm approximating solutions of a singular PDE of porous media type
• FROM THE PHYSICAL LAWS OF TUMOR GROWTH TO MODELLING CANCER PROCESSES
• A MARKOV JUMP PROCESS APPROXIMATION OF THE STOCHASTIC BURGERS EQUATION
• Local equilibrium for a one dimensional zero range process
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
• Coagulation dynamics under environmental noise: scaling limit to SPDE
• A sequence of integro-differential equations approximating a viscous porous medium equation
• Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
• Scaling limit of moderately interacting particle systems with singular interaction and environmental noise
• Scaling limit for a second-order particle system with local annihilation
• Derivation of the viscoelastic stress in Stokes flows induced by nonspherical Brownian rigid particles through homogenization
• Recent progress on limit theorems for large stochastic particle systems
• Looking forwards and backwards: dynamics and genealogies of locally regulated populations
• The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition
• Concentration profiles in FitzHugh-Nagumo neural networks: a Hopf-Cole approach
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• Convergence rate for moderate interaction particles and application to mean field games
• From Hamiltonian systems to compressible Euler equation driven by additive Hölder noise
• From particle systems to the stochastic compressible Navier-Stokes equations of a barotropic fluid
• Lane formation and aggregation spots in a model of ants
• The spatial evolution of economic activities and the emergence of cities
• Microscopic derivation of non-local models with anomalous diffusions from stochastic particle systems
• A statistical approach for simulating the density solution of a McKean-Vlasov equation
• Mean field limit with proliferation
• On the mean-field limit of Vlasov-Poisson-Fokker-Planck equations
• Regularity and propagation of chaos for conditional McKean-Vlasov equations
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• Quantitative approximation of a Keller-Segel PDE by a branching moderately interacting particle system and suppression of blow-up
• Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs
• Mean field limit for disordered diffusions with singular interactions

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