Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics

We analyze the transition from deterministic mean-field dynamics of several large particles and infinitely many small particles to a stochastic motion of the large particles. In this transition the small particles become the random medium for the large particles, and the motion of the large particle...

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Bibliographic Details
Date:2005
Main Author: Kotelenez, P.
Format: Article
Language:English
Published: Інститут математики НАН України 2005
Series:Український математичний журнал
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Online Access:http://dspace.nbuv.gov.ua/handle/123456789/165746
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics / P. Kotelenez // Український математичний журнал. — 2005. — Т. 57, № 6. — С. 757–769. — Бібліогр.: 25 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine