Asymptotic behaviour for interacting diffusion processes with space-time random birth (Q1975193)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic behaviour for interacting diffusion processes with space-time random birth |
scientific article; zbMATH DE number 1428373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviour for interacting diffusion processes with space-time random birth |
scientific article; zbMATH DE number 1428373 |
Statements
Asymptotic behaviour for interacting diffusion processes with space-time random birth (English)
0 references
9 April 2000
0 references
\(n\) particles arrive independently in space-time and move interactively, following a diffusion with weak interaction. The process satisfies the propagation of chaos and converges as \(n\to\infty\). The convergence of the fluctuation process to an Ornstein-Uhlenbeck process is shown via tightness of the distribution in a weighted Sobolev space and convergence of the marginals.
0 references
space-time radom birth
0 references
interacting particle systems
0 references
Ornstein-Uhlenbeck process
0 references
propagation of chaos
0 references
