A martingale approach to the law of large numbers for weakly interacting stochastic processes
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Publication:796906
DOI10.1214/AOP/1176993301zbMATH Open0544.60097OpenAlexW2027729220WikidataQ56689514 ScholiaQ56689514MaRDI QIDQ796906FDOQ796906
Authors: Karl Oelschläger 
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993301
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Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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- Mean-field risk sensitive control and zero-sum games for Markov chains
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- A finite-dimensional approximation for partial differential equations on Wasserstein space
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- An inequality connecting entropy distance, Fisher information and large deviations
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- Equations of stochastic quasi-gas dynamics: Viscous gas case
- A stochastic maximum principle for Markov chains of mean-field type
- Mean field limits for interacting diffusions in a two-scale potential
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- Rigorous derivation of population cross-diffusion systems from moderately interacting particle systems
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