Abstract
This paper is concerned with the asymptotic behaviour of a system of particles with moderate interaction. The main result is a propagation of chaos result which generalizes a convergence result of Oelschläger. A trajectorial propagation of chaos result is also given.
| Original language | English |
|---|---|
| Pages (from-to) | 317-332 |
| Number of pages | 16 |
| Journal | Stochastic Processes and their Applications |
| Volume | 26 |
| Issue number | C |
| DOIs | |
| Publication status | Published - 1 Jan 1987 |
| Externally published | Yes |
Keywords
- martingale problem
- moderate interaction
- propagation of chaos
- system of particles