Self-interacting diffusions II : convergence in law
Michel Benaïm, Olivier Raimond (2003)
Annales de l'I.H.P. Probabilités et statistiques
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Michel Benaïm, Olivier Raimond (2003)
Annales de l'I.H.P. Probabilités et statistiques
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Rémi Rhodes (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In (2007) (to appear), an invariance principle is proved for the critical rescaling of the diffusion. Here, we generalize this approach to diffusions whose space-time scaling differs from the critical one.
Mathieu Gourcy (2007)
Annales de l'I.H.P. Probabilités et statistiques
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D. A. Dawson, A. Greven, F. den Hollander, Rongfeng Sun, J. M. Swart (2008)
Annales de l'I.H.P. Probabilités et statistiques
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This paper studies countable systems of linearly and hierarchically interacting diffusions taking values in the positive quadrant. These systems arise in population dynamics for two types of individuals migrating between and interacting within colonies. Their large-scale space–time behavior can be studied by means of a renormalization program. This program, which has been carried out successfully in a number of other cases (mostly one-dimensional), is based on the construction and the...
Reinhard Höpfner, Eva Löcherbach (2005)
Annales de l'I.H.P. Probabilités et statistiques
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