Particle representations for a class of nonlinear
نویسندگان
چکیده
An innnite system of stochastic diierential equations for the locations and weights of a collection of particles is considered. The particles interact through their weighted empirical measure, V , and V is shown to be the unique solution of a nonlinear stochastic partial diierential equation (SPDE). Conditions are given under which the weighted empirical measure has an L 2-density with respect to Lebesgue measure.
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