Systèmes de particules et mesures-martingales : un théorème de propagation du chaos

Sylvie Méléard; Sylvie Roelly-Coppoletta

Séminaire de probabilités de Strasbourg (1988)

  • Volume: 22, page 438-448

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Méléard, Sylvie, and Roelly-Coppoletta, Sylvie. "Systèmes de particules et mesures-martingales : un théorème de propagation du chaos." Séminaire de probabilités de Strasbourg 22 (1988): 438-448. <http://eudml.org/doc/113645>.

@article{Méléard1988,
author = {Méléard, Sylvie, Roelly-Coppoletta, Sylvie},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {system of particles with interaction; propagation of chaos; weak solutions; parabolic equation},
language = {fre},
pages = {438-448},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Systèmes de particules et mesures-martingales : un théorème de propagation du chaos},
url = {http://eudml.org/doc/113645},
volume = {22},
year = {1988},
}

TY - JOUR
AU - Méléard, Sylvie
AU - Roelly-Coppoletta, Sylvie
TI - Systèmes de particules et mesures-martingales : un théorème de propagation du chaos
JO - Séminaire de probabilités de Strasbourg
PY - 1988
PB - Springer - Lecture Notes in Mathematics
VL - 22
SP - 438
EP - 448
LA - fre
KW - system of particles with interaction; propagation of chaos; weak solutions; parabolic equation
UR - http://eudml.org/doc/113645
ER -

References

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  11. [Sz1] A.S. Sznitman : An example of a non linear diffusion process with normal reflecting boundary conditions and some related limit theorems, Preprint 1983 
  12. [Sz2] A.S. Sznitman : Equations de type Boltzmann spatialement homogènes, Z. Wahrsch. Verw. Gebiete66, 1984 Zbl0553.60069
  13. [Ta-Hi] H. Tanaka and M. Hitsuda : Central limit theorem for a simple diffusion model of interacting particles, Hiroshima Math. J.11, p.415-423, 1981 Zbl0469.60097
  14. [Ta] H. Tanaka : Limit theorems for certain diffusion processes with interaction, Taniguchi Symp. on Stochastic Analysis, p.469-488, Katata 1982 Zbl0552.60051
  15. [Wa] J.B. Walsh : An introduction to stochastic partial differential equations. Ecole d'Eté de Saint Flour XIV, Springer Verlag , 1984 Zbl0608.60060

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