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A propagation of chaos result for a system of particles with moderate interaction

Author

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  • Meleard, Sylvie
  • Roelly-Coppoletta, Sylvie

Abstract

This paper is concerned with the asymptotic behaviour of a system of particles with moderate interaction. The main result is a propagation of chaos result which generalizes a convergence result of Oelschläger. A trajectorial propagation of chaos result is also given.

Suggested Citation

  • Meleard, Sylvie & Roelly-Coppoletta, Sylvie, 1987. "A propagation of chaos result for a system of particles with moderate interaction," Stochastic Processes and their Applications, Elsevier, vol. 26, pages 317-332.
    • Handle: RePEc:eee:spapps:v:26:y:1987:i::p:317-332
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    Cited by:

    1. Fei Cao & Sebastien Motsch, 2021. "Derivation of wealth distributions from biased exchange of money," Papers 2105.07341, arXiv.org.
    2. Belaribi, Nadia & Cuvelier, François & Russo, Francesco, 2011. "A probabilistic algorithm approximating solutions of a singular PDE of porous media type," Monte Carlo Methods and Applications, De Gruyter, vol. 17(4), pages 317-369, December.
    3. Bossy, Mireille & Talay, Denis, 1995. "A stochastic particle method for some one-dimensional nonlinear p.d.e," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 38(1), pages 43-50.
    4. Jourdain, B., 1998. "Convergence of moderately interacting particle systems to a diffusion-convection equation," Stochastic Processes and their Applications, Elsevier, vol. 73(2), pages 247-270, March.

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