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Langevin equations for L′-Valued Gaussian processes and fluctuation limits of infinite particle systems
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  • Published: September 1986

Langevin equations for L′-Valued Gaussian processes and fluctuation limits of infinite particle systems

  • Tomasz Bojdecki1,2 &
  • Luis G. Gorostiza3,4 

Probability Theory and Related Fields volume 73, pages 227–244 (1986)Cite this article

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Summary

L′ Gaussian processes of a certain class are shown to satisfy generalized Langevin equations. Examples are fluctuation limits of several infinite particle systems, in particular infinite particle branching Brownian motions with immigration under various scalings and the voter model with hydrodynamic scaling.

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Author information

Authors and Affiliations

  1. Centro de Investigación y de Estudios Avanzados, 07000 D.F., México, México

    Tomasz Bojdecki

  2. Institute of Mathematics, University of Warsaw, Poland

    Tomasz Bojdecki

  3. Centro de Investigación y de Estudios Avanzados, 07000 D.F., México

    Luis G. Gorostiza

  4. SEGICyT-UPIICSA-IPN, México

    Luis G. Gorostiza

Authors
  1. Tomasz Bojdecki
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  2. Luis G. Gorostiza
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Additional information

Partially supported by CONACyT grants PCCBBNA 002042 and 140102 G203-006 (México) and a grant of the NSERC (Canada)

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Bojdecki, T., Gorostiza, L.G. Langevin equations for L′-Valued Gaussian processes and fluctuation limits of infinite particle systems. Probab. Th. Rel. Fields 73, 227–244 (1986). https://doi.org/10.1007/BF00339938

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  • Received: 15 December 1984

  • Revised: 15 February 1986

  • Issue Date: September 1986

  • DOI: https://doi.org/10.1007/BF00339938

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Keywords

  • Stochastic Process
  • Brownian Motion
  • Probability Theory
  • Statistical Theory
  • Gaussian Process
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