Propagation of chaos for diffusing particles of two types with singular mean field interaction

DOI10.1007/BF00366273zbMath0604.60079MaRDI QIDQ1083130

Hiroshi Tanaka, Masao Nagasawa

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

weak convergencepair interactionenvironment potential

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05) Convergence of probability measures (60B10)

Related Items (8)

Propagation of chaos in entropy ⋮ Asymptotic dynamics, non-critical and critical fluctuations for a geometric long-range interacting model ⋮ A solution to Schrödinger's problem of nonlinear integral equations ⋮ Transformations of diffusion and Schrödinger processes ⋮ Time reversal of Markov processes and relativistic quantum theory ⋮ Large deviations and the propagation of chaos for Schrödinger processes ⋮ Diffusion with interactions and collisions between coloured particles and the propagation of chaos ⋮ Quantum theory, theory of Brownian motions, and relativity theory.

Cites Work

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• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• The Vlasov dynamics and its fluctuations in the \(1/N\) limit of interacting classical particles
• Stochastic differential equations with reflecting boundary condition in convex regions
• Segregation of a population in an environment
• A diffusion process in a singular mean-drift-field
• Central limit theorem for a system of Markovian particles with mean field interactions
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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