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A propagation of chaos result for a system of particles with moderate interaction

  • Le Mans Université
  • Université de Paris 6
  • Laboratoire de Probabilités, Statistique et Modélisation

Research output: Contribution to journal › Article › peer-review

68 Citations (Scopus)

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 languageEnglish
Pages (from-to)317-332
Number of pages16
JournalStochastic Processes and their Applications
Volume26
Issue numberC
DOIs
Publication statusPublished - 1 Jan 1987
Externally publishedYes

Keywords

  • martingale problem
  • moderate interaction
  • propagation of chaos
  • system of particles

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