Data di Pubblicazione:
2009
Citazione:
Asymptotic behavior of a system of stochastic particles subject to nonlocal interactions / V. Capasso, D. Morale. - In: STOCHASTIC ANALYSIS AND APPLICATIONS. - ISSN 0736-2994. - 27:3(2009), pp. 574-603.
Abstract:
In this article, we present a rigorous mathematical derivation of a
macroscopic model of aggregation, scaling up from a microscopic description of
a family of individuals subject to aggregation/repulsion, described by a system
of Itô type stochastic differential equations. We analyze the asymptotics of the
system for both a large number of particles on a bounded time interval, and its
long time behavior, for a fixed number of particles. As far as this second part
is concerned, we show that a suitable localizing potential is required, in order
that the system may admit a nontrivial invariant distribution.
Tipologia IRIS:
01 - Articolo su periodico
Keywords:
Empirical measure; Invariant measure; Law of large numbers; Measure-valued processes; Stochastic differential equations
Elenco autori:
V. Capasso, D. Morale
Link alla scheda completa: