A limiting result for the structure of collisions between many independent diffusions (Q1112474)
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scientific article; zbMATH DE number 4078461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A limiting result for the structure of collisions between many independent diffusions |
scientific article; zbMATH DE number 4078461 |
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A limiting result for the structure of collisions between many independent diffusions (English)
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1989
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We study a system of a large number N of independent diffusions undergoing collisions in a roughly constant mean free path regime. We derive a propagation of chaos result when N goes to infinity, concerning the limit behavior of the trajectory of a particle, its first time of collision with all the other particles and the trajectory of the colliding particle.
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propagation of chaos result
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