Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés

Christian Léonard

Annales de l'I.H.P. Probabilités et statistiques (1986)

  • Volume: 22, Issue: 2, page 237-262
  • ISSN: 0246-0203

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Léonard, Christian. "Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés." Annales de l'I.H.P. Probabilités et statistiques 22.2 (1986): 237-262. <http://eudml.org/doc/77279>.

@article{Léonard1986,
author = {Léonard, Christian},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {evolution of a system of particles; law of large numbers; convergence of the empirical measure; martingale problem},
language = {fre},
number = {2},
pages = {237-262},
publisher = {Gauthier-Villars},
title = {Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés},
url = {http://eudml.org/doc/77279},
volume = {22},
year = {1986},
}

TY - JOUR
AU - Léonard, Christian
TI - Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1986
PB - Gauthier-Villars
VL - 22
IS - 2
SP - 237
EP - 262
LA - fre
KW - evolution of a system of particles; law of large numbers; convergence of the empirical measure; martingale problem
UR - http://eudml.org/doc/77279
ER -

References

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  5. [JoM] A. Joffe and M. Métivier, Weak convergence of séquences of semimartingales with applications to multiple branching processes. Advances in Applied Probability (à paraître), 1985. Zbl0595.60008
  6. [Kac] M. Kac, Probability and related topics in the physical sciences, New York: Interscience, 1958. Zbl0087.33003MR102849
  7. [Leo] C. Léonard, Thèse de 3e cycle. Université d'Orsay (France), 1984. 
  8. [McK] H.P. McKean, Jr.Propagation of chaos for a class of non-linear parabolic equations. Catholic University (Washington D. C.). Lecture Series in Differential equations, t. 7, 1967. Zbl0181.44401MR233437
  9. [Oel] K. Oeschläger, A martingale approach to the law of large numbers for weakly interacting stochastic processes. The Annals of Probability, t. 12, no. 2, 1984, p. 458-479. Zbl0544.60097MR735849
  10. [Szn] A.S. Sznitman, Nonlinear Reflecting Diffusion Process, and the Propagation of Chaos and Fluctuations Associated. Journal of Functional Analysis, t. 56, 1984, p. 311-336. Zbl0547.60080MR743844

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