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

• Published in: Український математичний журнал
• Date: 2005
• ISSN: 1027-3190
• Main Author: Kotelenez, P.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2005
• Subjects: Статті
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/165746
• 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.

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...