A law of large numbers for moderately interacting diffusion processes
From MaRDI portal
Publication:3341624
DOI10.1007/BF02450284zbMath0549.60071MaRDI QIDQ3341624
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60J60: Diffusion processes
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Cites Work
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- The Vlasov dynamics and its fluctuations in the \(1/N\) limit of interacting classical particles
- Propagation of chaos for the Burgers equation
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- Convergence of Baire measures
- On a quasi-linear parabolic equation occurring in aerodynamics
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