It is shown that certain measure-valued stochastic processes describing the time evolution of systems of weakly interacting particles converge in the limit, when the particle number goes to infinity, to a deterministic nonlinear process.
Publié le : 1984-05-14
Classification:
Interacting stochastic processes,
law of large numbers,
martingales,
60K35,
60F05
@article{1176993301,
author = {Oelschlager, Karl},
title = {A Martingale Approach to the Law of Large Numbers for Weakly Interacting Stochastic Processes},
journal = {Ann. Probab.},
volume = {12},
number = {4},
year = {1984},
pages = { 458-479},
language = {en},
url = {http://dml.mathdoc.fr/item/1176993301}
}
Oelschlager, Karl. A Martingale Approach to the Law of Large Numbers for Weakly Interacting Stochastic Processes. Ann. Probab., Tome 12 (1984) no. 4, pp. 458-479. http://gdmltest.u-ga.fr/item/1176993301/