Repositorio Atenea de la Facultad de Ciencias, UNAM >
Repositorio Ciencias >
FACULTAD DE CIENCIAS >
Ciencias >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11154/2490
|
Title: | Asymptotic behaviour for interacting diffusion processes with space-time random birth |
Authors: | Fernandez, B Meleard, S |
Issue Date: | 2000 |
Abstract: | We study the asymptotic behaviour of a system of interacting particles with space-time random birth. We have propagation of chaos and obtain the convergence of the empirical measures, when the size of the system tends to infinity. Then we show the convergence of the fluctuations, considered as cadlag processes with values in a weighted Sobolev space, to an Ornstein-Uhlenbeck process, the solution of a generalized Langevin equation. The tightness is proved by using a Hilbertian approach. The uniqueness of the limit is obtained by considering it as the solution of an evolution equation in a greater Banach space. The main difficulties are due to the unboundedness of the operators appearing in the semimartingale decomposition. |
URI: | http://hdl.handle.net/11154/2490 |
ISSN: | 1350-7265 |
Appears in Collections: | Ciencias
|
Files in This Item:
There are no files associated with this item.
|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.
|