Summary. We consider two special models of interacting diffusion pro-
cesses, 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.
%0 Journal Article
%1 MR779460
%A Oelschläger, Karl
%D 1985
%J Z. Wahrsch. Verw. Gebiete
%K diffusion_approximation diffusion_limits interacting_particle_systems law_of_large_numbers
%N 2
%P 279--322
%R 10.1007/BF02450284
%T A law of large numbers for moderately interacting diffusion
processes
%U http://dx.doi.org/10.1007/BF02450284
%V 69
%X Summary. We consider two special models of interacting diffusion pro-
cesses, 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.
@article{MR779460,
abstract = {Summary. We consider two special models of interacting diffusion pro-
cesses, 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.
},
added-at = {2011-04-18T22:26:41.000+0200},
author = {Oelschl{\"a}ger, Karl},
biburl = {https://www.bibsonomy.org/bibtex/20d524ef60ec922723a15d45f797d493d/peter.ralph},
coden = {ZWVGAA},
doi = {10.1007/BF02450284},
fjournal = {Zeitschrift f\"ur Wahrscheinlichkeitstheorie und Verwandte
Gebiete},
interhash = {d7ae926d88504ee494fdc6ef63824dbb},
intrahash = {0d524ef60ec922723a15d45f797d493d},
issn = {0044-3719},
journal = {Z. Wahrsch. Verw. Gebiete},
keywords = {diffusion_approximation diffusion_limits interacting_particle_systems law_of_large_numbers},
mrclass = {60J60 (60K35 82A31)},
mrnumber = {779460 (86h:60153)},
mrreviewer = {Maria E. Vares},
number = 2,
pages = {279--322},
timestamp = {2011-04-18T22:34:27.000+0200},
title = {A law of large numbers for moderately interacting diffusion
processes},
url = {http://dx.doi.org/10.1007/BF02450284},
volume = 69,
year = 1985
}