A law of large numbers for moderately interacting diffusion processes

  • Karl Oelschläger

DOI: 10.1007/BF02450284

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


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

Personalised recommendations