Non-local Conservation Law from Stochastic Particle Systems |
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Authors: | Marielle Simon Christian Olivera |
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Institution: | 1.MEPHYSTO Team,INRIA Lille - Nord Europe,Villeneuve-d’Ascq,France;2.Laboratoire Paul Painlevé, CNRS UMR,Villeneuve-d’Ascq,France;3.Departamento de Matemática,Universidade Estadual de Campinas,Campinas,Brazil |
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Abstract: | We consider an interacting particle system in \(\mathbb {R}^d\) modelled as a system of N stochastic differential equations. The limiting behaviour as the size N grows to infinity is achieved as a law of large numbers for the empirical density process associated with the interacting particle system. |
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