A law of large numbers for moderately interacting diffusion processes
We consider two special models of interacting diffusion processes, and derive in the limit, as the number of different processes tends to infinity and the interaction is rescaled in a suitable (“moderate”) way, a law of large numbers for the empirical processes. As limit dynamics we obtain certain n...
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| Main Author: | |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
1985
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| In: |
Probability theory and related fields
Year: 1985, Volume: 69, Issue: 2, Pages: 279-322 |
| ISSN: | 1432-2064 |
| DOI: | 10.1007/BF02450284 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1007/BF02450284 Verlag, Volltext: https://link.springer.com/article/10.1007/BF02450284 
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| Author Notes: | Karl Oelschläger |
| Summary: | We consider two special models of interacting diffusion processes, and derive in the limit, as the number of different processes tends to infinity and the interaction is rescaled in a suitable (“moderate”) way, a law of large numbers for the empirical processes. As limit dynamics we obtain certain nonlinear diffusion equations. |
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| Item Description: | Gesehen am 13.06.2018 |
| Physical Description: | Online Resource |
| ISSN: | 1432-2064 |
| DOI: | 10.1007/BF02450284 |