Convergence of moderately interacting particle systems to a diffusion-convection equation

DOI10.1016/S0304-4149(97)00111-7zbMath0942.60095MaRDI QIDQ1965911

Benjamin Jourdain

Publication date: 1 March 2000

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

zbMATH Keywords

diffusion-convection equationinteracting particle systemsnonlinear martingale problem

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (1)

Scaling limit of moderately interacting particle systems with singular interaction and environmental noise

Cites Work

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• Semigroups of linear operators and applications to partial differential equations
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• Ecole d'été de probabilités de Saint-Flour XIX, France, du 16 août au 2 septembre 1989
• Asymptotic behaviour and source-type solutions for a diffusion-convection equation
• Instability of certain nonlinear stochastic differential equations
• A law of large numbers for moderately interacting diffusion processes

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