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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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
1985
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| In: |
Probability theory and related fields
Year: 1985, Jahrgang: 69, Heft: 2, Pages: 279-322 |
| ISSN: | 1432-2064 |
| DOI: | 10.1007/BF02450284 |
| Online-Zugang: | Verlag, Volltext: http://dx.doi.org/10.1007/BF02450284 Verlag, Volltext: https://link.springer.com/article/10.1007/BF02450284 
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| Verfasserangaben: | Karl Oelschläger |
| Zusammenfassung: | 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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| Beschreibung: | Gesehen am 13.06.2018 |
| Beschreibung: | Online Resource |
| ISSN: | 1432-2064 |
| DOI: | 10.1007/BF02450284 |