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.
Gespeichert in:
| 1. Verfasser: | |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
19 April 2007
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| In: |
The annals of probability
Year: 1984, Jahrgang: 12, Heft: 2, Pages: 458-479 |
| ISSN: | 2168-894X |
| DOI: | 10.1214/aop/1176993301 |
| Online-Zugang: | Verlag, Volltext: http://dx.doi.org/10.1214/aop/1176993301 Verlag, Volltext: http://projecteuclid.org/euclid.aop/1176993301 
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| Verfasserangaben: | by Karl Oelschläger |
MARC
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| 520 | |a 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. | ||
| 534 | |c 1984 | ||
| 650 | 4 | |a Interacting stochastic processes | |
| 650 | 4 | |a law of large numbers | |
| 650 | 4 | |a martingales | |
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