A law of large numbers for moderately interacting diffusion processes

  • Karl Oelschläger
Article

DOI: 10.1007/BF02450284

Cite this article as:
Oelschläger, K. Z. Wahrscheinlichkeitstheorie verw Gebiete (1985) 69: 279. doi:10.1007/BF02450284

Summary

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.

Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • Karl Oelschläger
    • 1
  1. 1.Sonderforschungsbereich 123Universität HeidelbergHeidelberg 1Federal Republic of Germany