Scaling limits of interacting diffusions in domains
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coupled nonlinear heat equationsfluctuation limitfunctional central limit theoremfunctional law of large numbersGaussian Markov processhydrodynamic limitinteracting diffusionsreflected diffusionstochastic partial differential equation
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Population dynamics (general) (92D25)
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Cites work
- A Fleming-Viot particle representation of the Dirichlet Laplacian
- A fluctuation theorem for moderately interacting diffusion processes
- A stochastic model of a chemical reaction with diffusion
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- A submartingale type inequality with applicatinos to stochastic evolution equations
- An annihilating-branching particle model for the heat equation with average temperature zero
- Collision local times, historical stochastic calculus, and competing superprocesses
- Derivation of the cubic nonlinear Schrödinger equation from quantum dynamics of many-body systems
- Discrete approximations to reflected Brownian motion
- Distribution-valued processes arising from independent Brownian motions
- Equilibrium fluctuations of stochastic particle systems: The role of conserved quantities
- Fluctuation limit for interacting diffusions with partial annihilations through membranes
- Functional central limit theorem for Brownian particles in domains with Robin boundary condition
- High density limit theorems for nonlinear chemical reactions with diffusion
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- Hydrodynamic limit for a Fleming-Viot type system.
- Hydrodynamic limits and propagation of chaos for interacting random walks in domains
- Law of large numbers and central limit theorem for linear chemical reactions with diffusion
- Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
- Nonequilibrium fluctuations in particle systems modelling reaction- diffusion equations
- Nonlinear diffusion limit for a system with nearest neighbor interactions
- Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
- On reflecting diffusion processes and Skorokhod decompositions
- Reflecting random walk in fractal domains
- Relative entropy and hydrodynamics of Ginzburg-Landau models
- Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
- Symmetric Markov processes, time change, and boundary theory
- The importance of being discrete (and spatial)
- Voter model perturbations and reaction diffusion equations
Cited in
(4)- Scaling limit of two-component interacting Brownian motions
- Hydrodynamic limits and propagation of chaos for interacting random walks in domains
- Fluctuation limit for interacting diffusions with partial annihilations through membranes
- Systems of interacting diffusions with partial annihilation through membranes
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