Multilevel bilinear systems of stochastic differential equations

DOI10.1016/S0304-4149(97)00125-1zbMath0890.60050MaRDI QIDQ1382528

Geneviève Gauthier

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsmean fieldhierarchical systemsbilinear equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

On the attracting orbit of a nonlinear transformation arising from renormalization of hierarchically interacting diffusions. II: The non-compact case ⋮ Multilevel bilinear systems of stochastic differential equations ⋮ Long-time behavior and coexistence in a mutually catalytic branching model

Cites Work

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• Infinite dimensional stochastic differential equations and their applications
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• Diffusive clustering in an infinite system of hierarchically interacting diffusions
• Multiple time scale analysis of interacting diffusions
• Multiple space-time scale analysis for interacting branching models
• Multilevel bilinear systems of stochastic differential equations
• Finite and infinite systems of interacting diffusions
• Ergodic theorems and exponential decay of sample paths for certain interacting diffusion systems
• Different clustering regimes in systems of hierarchically interacting diffusions
• Weak convergence of sequences of semimartingales with applications to multitype branching processes
• Parabolic Anderson problem and intermittency

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