Density fluctuations for exclusion processes with long jumps

DOI10.1007/s00440-017-0758-0zbMath1405.60145arXiv1503.05838OpenAlexW2962932836MaRDI QIDQ681522

Patrícia C. Gonçalves, Milton D. Jara

Publication date: 12 February 2018

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

Full work available at URL: https://arxiv.org/abs/1503.05838

zbMATH Keywords

density fluctuationsfractional Ornstein-Uhlenbeck processexclusion with long jumpsfractional Burgers equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Fractional partial differential equations (35R11)

Related Items

Interpolation process between standard diffusion and fractional diffusion, Diffusive fluctuations of long-range symmetric exclusion with a slow barrier, Hydrodynamic limits: the emergence of fractional boundary conditions, The infinitesimal generator of the stochastic Burgers equation, On microscopic derivation of a fractional stochastic Burgers equation, Equilibrium fluctuations for diffusive symmetric exclusion with long jumps and infinitely extended reservoirs, Non-equilibrium stationary properties of the boundary driven zero-range process with long jumps

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