Markov properties of the fluctuation limit of a particle system with death

DOI10.1016/0022-247X(91)90027-WzbMATH Open0711.60106MaRDI QIDQ923536FDOQ923536

Authors: Begoña Fernández Fernández 

Publication date: 1991

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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zbMATH Keywords

Brownian motionsdifferent Markovian propertiesexponentially distributed lifetime

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• Central limit theorem for a system of Markovian particles with mean field interactions
• Large deviations from a hydrodynamic scaling limit
• Tightness of probabilities on C([0,1];\(S_ p\)) and D([0,1];\(S_ p\))
• A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation
• Distribution-valued processes arising from independent Brownian motions
• Equilibrium fluctuations for interacting Brownian particles
• Inhomogenous infinite dimensional langevin equations
• On the norm continuity of -valued Gaussian processes
• Markov properties of the fluctuation limit of a particle system
• Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients
• On -convergence of Markov chains

Cited In (6)

• Self-intersection local time on \({\mathcal S}'(\mathbb R^d)\)-valued process involving motions of two types
• Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
• Non-Markovian fluctuation limits of infinite particle systems
• A Nuclear Space of Distributions on a Space of Incomplete Continuous Functions
• Markov properties of the fluctuation limit of a particle system
• Dissipation and high disorder

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