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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| Main Author: | |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
1987
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| In: |
Probability theory and related fields
Year: 1987, Volume: 74, Issue: 4, Pages: 591-616 |
| ISSN: | 1432-2064 |
| DOI: | 10.1007/BF00363518 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1007/BF00363518 Verlag, Volltext: https://link.springer.com/article/10.1007/BF00363518 
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| Author Notes: | Karl Oelschläger |
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