Nonlinear limit for a system of diffusing particles which alternate between two states

DOI10.1007/BF01447321zbMath0707.60072OpenAlexW1968268163MaRDI QIDQ919721

Carl Graham

Publication date: 1990

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01447321

zbMATH Keywords

weak interactionspropagation of chaosnonlinear martingale problemnonlinear McKean-Vlasov diffusionstopping-time techniques

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 (4)

Entropy production rate of the coupled diffusion process ⋮ Strongly nonlinear stochastic processes in physics and the life sciences ⋮ McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets ⋮ On laws of large numbers for systems with mean-field interactions and Markovian switching

Cites Work

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• Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
• The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary
• System of interacting particles and nonlinear diffusion reflecting in a domain with sticky boundary
• Probability Metrics
• A certain class of diffusion processes associated with nonlinear parabolic equations
• Stochastic differential equations with reflecting boundary conditions
• Central limit theorem for a system of Markovian particles with mean field interactions

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