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pro vyhledávání: '"Interacting diffusion processes"'
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Autor:
Ben Arous, Gérard, Sortais, Michel
Publikováno v:
Bernoulli, 2003 Dec 01. 9(6), 921-954.
Externí odkaz:
https://www.jstor.org/stable/3318806
Autor:
Mykhaylo Shkolnikov
Publikováno v:
Stochastic Processes and their Applications. 123(1):212-228
We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an appropriate rescal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ad4859b0c783b595a1080421414fd5b
Autor:
Robert Philipowski
Publikováno v:
Stochastic Processes and their Applications. 117(4):526-538
We study a system of interacting diffusions and show that for a large number of particles its empirical measure approximates the solution of the porous medium equation. Furthermore we prove propagation of chaos.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59928f547d28db8fe092dfc3052ac1e1
Autor:
Roelly, Sylvie, Sortais, Michel
Publikováno v:
Markov Processes and Related Fields. - 10 (2004), S. 653 - 686
We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the whole past of the trajectory; these interacting diffusions arise when considering the Lang
Externí odkaz:
http://opus.kobv.de/ubp/volltexte/2006/670/
Autor:
Gérard Ben Arous, Michel Sortais
Publikováno v:
Stochastic Processes and their Applications. 105(2):211-255
We consider a Langevin dynamics scheme for a d-dimensional Ising model with a disordered external magnetic field and establish that the averaged law of the empirical process obeys a large deviation principle (LDP), according to a good rate functional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9efc47a20f92812be38f3e7372aebde2
Autor:
Herbert Spohn, Tomohiro Sasamoto
Publikováno v:
Electron. J. Probab.
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives at Browni
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a2fa6ae713430f3f6050fcf072753e8
https://mediatum.ub.tum.de/1343248
https://mediatum.ub.tum.de/1343248
Autor:
Luçon, Eric
Publikováno v:
Probabilités [math.PR]. Université Pierre et Marie Curie-Paris VI, 2012. Français
Probabilités [math.PR]. Université Pierre et Marie Curie-Paris VI, 2012. Français. ⟨NNT : ⟩
Probabilités [math.PR]. Université Pierre et Marie Curie-Paris VI, 2012. Français. ⟨NNT : ⟩
In this thesis, we study the synchronization Kuramoto model and more generally systems of mean-field interacting diffusions on the circle, in the presence of another source of randomness, called disorder. The main motivation of this work is to study
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a07705eaed2e6aebdfebad13d06f5970
https://tel.archives-ouvertes.fr/tel-00709998/file/these.pdf
https://tel.archives-ouvertes.fr/tel-00709998/file/these.pdf
Autor:
Michel Sortais, Gérard Ben Arous
Publikováno v:
Bernoulli 9, no. 6 (2003), 921-954
We consider a Langevin dynamics associated with a $d$-dimensional Edwards--Anderson model having Gaussian coupling variables, and show that the averaged law of the empirical process satisfies a large-deviation principle according to a good rate funct
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0e824b3cda89f3cf11515b7013383845
https://doi.org/10.3150/bj/1072215196
https://doi.org/10.3150/bj/1072215196
Autor:
Rœlly, Sylvie, Sortais, Michel
We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the whole past of the trajectory, these interacting diffusions arise when considering the Lang
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b69fb3cbc492e71b789fb6458ae451f1