A fluctuation theorem for moderately interacting diffusion processes

We study the asymptotic behaviour of the fluctuations of the empirical processes of the second example of “moderately” interacting diffusion processes of [3] and show that in the limit, as the number of different processes tends to infinity, these fluctuations behave gaussian.

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Bibliographische Detailangaben
1. Verfasser: Oelschläger, Karl (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 1987
In: Probability theory and related fields
Year: 1987, Jahrgang: 74, Heft: 4, Pages: 591-616
ISSN:1432-2064
DOI:10.1007/BF00363518
Online-Zugang:Verlag, Volltext: http://dx.doi.org/10.1007/BF00363518
Verlag, Volltext: https://link.springer.com/article/10.1007/BF00363518
Volltext
Verfasserangaben:Karl Oelschläger

MARC

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