A central limit theorem for interacting diffusion processes is shown. The proof is based on an infinite-dimensional stochastic integral representation of smooth functionals of diffusion processes. Exponential decay of correlations and the equation of the fluctuation field are also obtained.
Publié le : 1988-04-14
Classification:
Central limit theorem for interacting stochastic systems,
stochastic differential equation in infinite dimensions,
stochastic integral representation,
Haussmann formula,
60F05,
60H10,
60J60,
60K35
@article{1176991781,
author = {Deuschel, Jean-Dominique},
title = {Central Limit Theorem for an Infinite Lattice System of Interacting Diffusion Processes},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 700-716},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991781}
}
Deuschel, Jean-Dominique. Central Limit Theorem for an Infinite Lattice System of Interacting Diffusion Processes. Ann. Probab., Tome 16 (1988) no. 4, pp. 700-716. http://gdmltest.u-ga.fr/item/1176991781/