Skip to main content

Advertisement

SpringerLink
Log in
Menu
Find a journal Publish with us
Search
Cart
  1. Home
  2. Probability Theory and Related Fields
  3. Article
A fluctuation theorem for moderately interacting diffusion processes
Download PDF
Download PDF
  • Published: April 1987

A fluctuation theorem for moderately interacting diffusion processes

  • Karl Oelschläger1 

Probability Theory and Related Fields volume 74, pages 591–616 (1987)Cite this article

  • 205 Accesses

  • 22 Citations

  • Metrics details

Summary

We study the asymptotic behaviour of the fluctuations of the empirical processes of the second example of “moderately” interacting diffusion processes of [3] and show that in the limit, as the number of different processes tends to infinity, these fluctuations behave gaussian.

Download to read the full article text

Working on a manuscript?

Avoid the common mistakes

References

  1. Friedman, A.: Stochastic differential equations and applications, vol. 1. New York: Academic Press 1975

    Google Scholar 

  2. Ladyženskaja, O.A., Solonnikov, V.A., Ural'ceva, N.N.: Linear and quasilinear equations of parabolic type (Translation of Mathematical Monographs, Vol. 23). Am. Math. Soc., Providence, Rhode Island 1968

    Google Scholar 

  3. Oelschläger, K.: A law of large numbers for moderately interacting diffusion processes. Z. Wahrscheinlichkeitstheor. Verw. Geb. 69, 279–322 (1985)

    Google Scholar 

  4. Oelschläger, K.. A martingale approach to the law of large numbers for weakly interacting stochastic processes. Ann. Probab. 12, 458–479 (1984)

    Google Scholar 

  5. Rost, H.: Hydrodynamik gekoppelter Diffusionen: Fluktuationen im Gleichgewicht. In: Blanchard, P., Streit, L. (eds.). Dynamics and processes, pp. 97–107. (Proc. of the Third Encounter in Mathematics and Physics, Bielefeld 1981). Berlin Heidelberg New York Tokyo: Springer 1983

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Universität Heidelberg, Sonderforschungsbereich 123, Im Neuenheimer Feld 294, D-6900, Heidelberg, Federal Republic of Germany

    Karl Oelschläger

Authors
  1. Karl Oelschläger
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

This work has been supported by the Deutsche Forschungsgemeinschaft

Rights and permissions

Reprints and Permissions

About this article

Cite this article

Oelschläger, K. A fluctuation theorem for moderately interacting diffusion processes. Probab. Th. Rel. Fields 74, 591–616 (1987). https://doi.org/10.1007/BF00363518

Download citation

  • Received: 30 September 1985

  • Revised: 31 October 1986

  • Issue Date: April 1987

  • DOI: https://doi.org/10.1007/BF00363518

Share this article

Anyone you share the following link with will be able to read this content:

Sorry, a shareable link is not currently available for this article.

Provided by the Springer Nature SharedIt content-sharing initiative

Keywords

  • Stochastic Process
  • Asymptotic Behaviour
  • Probability Theory
  • Diffusion Process
  • Statistical Theory
Download PDF

Working on a manuscript?

Avoid the common mistakes

Advertisement

Search

Navigation

  • Find a journal
  • Publish with us

Discover content

  • Journals A-Z
  • Books A-Z

Publish with us

  • Publish your research
  • Open access publishing

Products and services

  • Our products
  • Librarians
  • Societies
  • Partners and advertisers

Our imprints

  • Springer
  • Nature Portfolio
  • BMC
  • Palgrave Macmillan
  • Apress
  • Your US state privacy rights
  • Accessibility statement
  • Terms and conditions
  • Privacy policy
  • Help and support

167.114.118.210

Not affiliated

Springer Nature

© 2023 Springer Nature