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.
References
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This work has been supported by the Deutsche Forschungsgemeinschaft
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Oelschläger, K. A fluctuation theorem for moderately interacting diffusion processes. Probab. Th. Rel. Fields 74, 591–616 (1987). https://doi.org/10.1007/BF00363518
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DOI: https://doi.org/10.1007/BF00363518
Keywords
- Stochastic Process
- Asymptotic Behaviour
- Probability Theory
- Diffusion Process
- Statistical Theory