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

DOI10.1007/s11253-005-0238-zzbMath1093.60054OpenAlexW1999038056MaRDI QIDQ5477108

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

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

Related Items (3)

Limit theorems for a sequence of nonlinear reaction-diffusion systems ⋮ Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type ⋮ Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations

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