Propagation of chaos and fluctuations for a moderate model with smooth initial data

B. Jourdain; S. Méléard

Annales de l'I.H.P. Probabilités et statistiques (1998)

  • Volume: 34, Issue: 6, page 727-766
  • ISSN: 0246-0203

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Jourdain, B., and Méléard, S.. "Propagation of chaos and fluctuations for a moderate model with smooth initial data." Annales de l'I.H.P. Probabilités et statistiques 34.6 (1998): 727-766. <http://eudml.org/doc/77619>.

@article{Jourdain1998,
author = {Jourdain, B., Méléard, S.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {interacting diffusion processes; trajectorial propagation of chaos; fluctuations; convergence rate},
language = {eng},
number = {6},
pages = {727-766},
publisher = {Gauthier-Villars},
title = {Propagation of chaos and fluctuations for a moderate model with smooth initial data},
url = {http://eudml.org/doc/77619},
volume = {34},
year = {1998},
}

TY - JOUR
AU - Jourdain, B.
AU - Méléard, S.
TI - Propagation of chaos and fluctuations for a moderate model with smooth initial data
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1998
PB - Gauthier-Villars
VL - 34
IS - 6
SP - 727
EP - 766
LA - eng
KW - interacting diffusion processes; trajectorial propagation of chaos; fluctuations; convergence rate
UR - http://eudml.org/doc/77619
ER -

References

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  13. [13] K. Oelschläger, A law of large numbers for moderately interacting diffusion processes, Z. Wahrsch. Verw. Geb., 69, 1985, pp. 279-322. Zbl0549.60071MR779460
  14. [14] K. Oelschläger, A fluctuation theorem for moderately interacting diffusion processes, Probab. Th. Rel. Fields, 74, 1987, pp. 591-616. Zbl0592.60064MR876258
  15. [15] A.S. Sznitman, Topics in propagation of chaos, In Ecole d'été de probabilités de Saint-FlourXIX - 1989, Lect. Notes in Math. 1464. Springer-Verlag, 1991. Zbl0732.60114MR1108185
  16. [16] K. Yosida, Functional Analysis, Springer-Verlag, sixth edition, 1980. MR617913

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