A Martingale approach to the law of large numbers for weakly interacting stochastic processes
It is shown that certain measure-valued stochastic processes describing the time evolution of systems of weakly interacting particles converge in the limit, when the particle number goes to infinity, to a deterministic nonlinear process.
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| Main Author: | |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
19 April 2007
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| In: |
The annals of probability
Year: 1984, Volume: 12, Issue: 2, Pages: 458-479 |
| ISSN: | 2168-894X |
| DOI: | 10.1214/aop/1176993301 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1214/aop/1176993301 Verlag, Volltext: http://projecteuclid.org/euclid.aop/1176993301 
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| Author Notes: | by Karl Oelschläger |
| Summary: | It is shown that certain measure-valued stochastic processes describing the time evolution of systems of weakly interacting particles converge in the limit, when the particle number goes to infinity, to a deterministic nonlinear process. |
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| Item Description: | First available in Project Euclid: 19 April 2007 Gesehen am 08.06.2018 |
| Physical Description: | Online Resource |
| ISSN: | 2168-894X |
| DOI: | 10.1214/aop/1176993301 |