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Can I read Interacting Brownian particles with strong repulsion on EtoBox?
Interacting Brownian particles with strong repulsion by Emmanuel Cépa; Dominique Lépingle † is a Mathematics article available to read on EtoBox.
What is Interacting Brownian particles with strong repulsion about?
We consider a finite System of interacting Brownian particles with strong repulsion on the line or on the circle. The involved equations may be interpreted s the multidimensional extension of some singular stochastic differential equations on a half-line or on a compact interval. As the number of particles increases without limit, we study the behaviour of the associated empirical measure process. This process converges to a deterministic measurevalued process which is the classical solution of a non-linear integro-partial differential equation.
Who reads Interacting Brownian particles with strong repulsion?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Emmanuel Cépa; Dominique Lépingle †
- Publisher
- Walter de Gruyter GmbH
- Published
- 2001
- Language
- EN
- Field
- Mathematics (Physical Sciences)