Limit theorem for coiuntable systems of stochastic differential equations

• Дата: 2016
• Автори: Pilipenko, A. Yu., Tantsiura, M. V., Пилипенко, А. Ю., Танцюра, М. В.
• Формат: Стаття
• Мова: Українська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2016
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/1927
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We consider infinite systems of stochastic differential equations used to describe the motion of interacting particles in random media. It is assumed that mass of each particle tends to zero and the density of particles infinitely increases in a proper way. It is proved that the sequence of the corr...