A law of large numbers for moderately interacting diffusion processes
- Cite this article as:
- Oelschläger, K. Z. Wahrscheinlichkeitstheorie verw Gebiete (1985) 69: 279. doi:10.1007/BF02450284
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We consider two special models of interacting diffusion processes, and derive in the limit, as the number of different processes tends to infinity and the interaction is rescaled in a suitable (“moderate”) way, a law of large numbers for the empirical processes. As limit dynamics we obtain certain nonlinear diffusion equations.