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Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically - MaRDI portal

Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically (Q2440360)

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Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically
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    Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically (English)
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    18 March 2014
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    particle in a heat bath
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    propagation of chaos
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    Kac program
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    stochastic interactions in many dimensions
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    diffusion on a sphere
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    Ornstein-Uhlenbeck process
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    Kac systems
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