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Non-local Conservation Law from Stochastic Particle Systems
Authors:Marielle Simon  Christian Olivera
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
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.
Keywords:
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