Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type

DOI10.1007/s00440-008-0188-0zbMath1189.60123OpenAlexW2043295228MaRDI QIDQ843706

Thomas G. Kurtz, Peter M. Kotelenez

Publication date: 15 January 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-008-0188-0

zbMATH Keywords

stochastic partial differential equationspartial differential equationsmacroscopic limitparticle systemsexchangeable sequencesstochastic ordinary differential equations

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)

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