Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics
From MaRDI portal
Publication:5477108
DOI10.1007/S11253-005-0238-ZzbMATH Open1093.60054OpenAlexW1999038056MaRDI QIDQ5477108FDOQ5477108
Authors: Peter M. Kotelenez
Publication date: 20 July 2006
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11253-005-0238-z
Recommendations
- FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS
- Diffusion limit for many particles in a periodic stochastic acceleration field
- Langevin equations coupled through correlated noises
- Long range spatial correlation between two Brownian particles under external driving
- scientific article; zbMATH DE number 645785
Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (7)
- FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS
- Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
- Limit theorems for a sequence of nonlinear reaction-diffusion systems
- On the conditional correlation function of Lévy's Brownian motion
- Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations
- Brownian motion correlation in the peanosphere for \(\kappa>8\)
- Long range spatial correlation between two Brownian particles under external driving
This page was built for publication: Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5477108)