Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
نویسندگان
چکیده
منابع مشابه
A stochastic evolution equation arising from the fluctuation of a class of interacting particle systems
In an earlier paper, we studied the approximation of solutions V (t) to a class of SPDEs by the empirical measure V n(t) of a system of n interacting diffusions. In the present paper, we consider a central limit type problem, showing that √ n(V n − V ) converges weakly, in the dual of a nuclear space, to the unique solution of a stochastic evolution equation. Analogous results in which the diff...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1986
ISSN: 0047-259X
DOI: 10.1016/0047-259x(86)90035-7