CENTRAL LIMIT-THEOREM FOR A SYSTEM OF MARKOVIAN PARTICLES WITH MEAN FIELD-INTERACTIONS

被引：80

作者：

SHIGA, T ^{[1
]}

TANAKA, H ^{[1
]}

机构：

[1] KEIO UNIV,FAC SCI & TECHNOL,DEPT MATH,YOKOHAMA,KANAGAWA 223,JAPAN

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1985年 / 69卷 / 03期

关键词：

D O I：

10.1007/BF00532743

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：439 / 459

页数：21

共 16 条

DAWSON, DA .

[2]

DELLACHERIE C, 1980, PROBABILITES POTENTI, pCH5

DYNKIN, EB ;

MANDELBAUM, A .

[4]

Ikeda N., 1981, STOCHASTIC DIFFERENT

[5] ON ITOS STOCHASTIC INTEGRAL EQUATIONS [J].

KRYLOV, NV .

THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1969, 14 (02) :330-&

[6] ON SQUARE INTEGRABLE MARTINGALES [J].

KUNITA, H ;

WATANABE, S .

[7]

Kusuoka S., 1984, Journal of the Faculty of Science, University of Tokyo, Section 1A (Mathematics), V31, P223

[8]

Maruyama G., 1954, NAT SCI REP OCHANOMI, V5, P10

[9]

McKean H. P., 1967, LECT SERIES DIFFEREN, V7, P41

[10] FLUCTUATIONS IN KINETIC-THEORY OF GASES [J].

MCKEAN, HP .