Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics

DOI10.1007/S11253-005-0238-ZMaRDI QIDQ5477108zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic differential equationwhite noise

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(8)

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• 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
• The dynamics of mass transfer in equilibrium correlated systems

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