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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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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2005
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/165746 |
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