Non-Markovian fluctuation limits of infinite particle systems

DOI10.1080/07362999208809255zbMath0747.60041OpenAlexW2008080735MaRDI QIDQ3988923

Pawel Lewicki

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1080/07362999208809255

zbMATH Keywords

Markov propertylimiting fluctuation processsemimartingale decomposition of Ornstein- Uhlenbeck type

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Generalized stochastic processes (60G20) Functional limit theorems; invariance principles (60F17)

Cites Work

• Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
• Convergence of \({\mathcal S}'\)-valued processes and space-time random fields
• Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
• Distribution-valued processes arising from independent Brownian motions
• Inhomogenous infinite dimensional langevin equations
• Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
• Convergence cylindrique et convergence étroite d'une suite de probabilités de Radon
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