Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés. (A law of large numbers for diffusion systems with interaction and unbounded coefficients)

Publication date: 1986

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1986__22_2_237_0

zbMATH Keywords

law of large numbers martingale problem convergence of the empirical measure evolution of a system of particles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15)

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