A Martingale Approach to the Law of Large Numbers for Weakly Interacting Stochastic Processes

  • Oelschlager K
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Abstract

It is shown that certain measure-valued stochastic processes describing the time evolution of systems of weakly interacting particles converge in the limit, when the particle number goes to infinity, to a deterministic nonlinear process.

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APA

Oelschlager, K. (2007). A Martingale Approach to the Law of Large Numbers for Weakly Interacting Stochastic Processes. The Annals of Probability, 12(2). https://doi.org/10.1214/aop/1176993301

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