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 Authors: Kotelenez, P., Котеленез, П.
Format: Article
Language:English
Published: Institute of Mathematics, NAS of Ukraine 2005
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/3642
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal