Abstract
It is shown that certain measure-valued stochastic processes describing the time evolution of systems of weakly interacting particles converge in the limit, when the particle number goes to infinity, to a deterministic nonlinear process.
Citation
Karl Oelschlager. "A Martingale Approach to the Law of Large Numbers for Weakly Interacting Stochastic Processes." Ann. Probab. 12 (2) 458 - 479, May, 1984. https://doi.org/10.1214/aop/1176993301
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