Particle approximation of the Wasserstein diffusion

DOI10.1016/j.jfa.2009.10.029zbMath1211.60019arXiv0712.2387MaRDI QIDQ971839

Sebastian Andres, Max-K. von Renesse

Publication date: 17 May 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.2387

zbMATH Keywords

hydrodynamic limit; measure-valued processes; McKean-Vlasov limit; nonlinear fluctuations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60J68: Superprocesses

Related Items

A skew stochastic heat equation, Transportation cost inequalities for Wasserstein diffusions, Singular perturbations to semilinear stochastic heat equations, Entropic measure and Wasserstein diffusion, Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition, Entropic Measure on Multidimensional Spaces

Cites Work

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