Scaling limits of interacting diffusions with arbitrary initial distributions (Q1332564)
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scientific article; zbMATH DE number 627488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling limits of interacting diffusions with arbitrary initial distributions |
scientific article; zbMATH DE number 627488 |
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Scaling limits of interacting diffusions with arbitrary initial distributions (English)
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31 August 1994
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It is remarked that for Brownian particles interacting with a smooth repulsive pair potential the nonlinear diffusion equation which \textit{S. R. S. Varadhan} has derived under an entropy bound for initial densities [Commun. Math. Phys. 135, No. 2, 313-353 (1991; Zbl 0725.60085)] is valid whatever initial distribution they start with.
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empirical distributions
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Cameron-Martin formula
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Brownian particles
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