A diffusion process in a singular mean-drift-field

DOI10.1007/BF00532640zbMath0558.60060MaRDI QIDQ3223647

Hiroshi Tanaka, Masao Nagasawa

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

mean-field limitNelson's stochastic mechanicspair interactionsystem of interacting particles

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items

The Novikov and entropy conditions of multidimensional diffusion processes with singular drift, Propagation of chaos for diffusing particles of two types with singular mean field interaction, Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited, Transformations of diffusion and Schrödinger processes, A note on quantum mechanics, diffusional interference and informions, Time reversal of Markov processes and relativistic quantum theory, Diffusion with interactions and collisions between coloured particles and the propagation of chaos, Quantum theory, theory of Brownian motions, and relativity theory., On Stochastic Differential Equations with Locally Unbounded Drift

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