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Long time behaviour of interacting diffusions. (English) Zbl 0668.60067

Stochastic calculus in application, Proc. Symp., Cambridge/UK 1987, Pitman Res. Notes Math. Ser. 197, 29-54 (1988).
[For the entire collection see Zbl 0647.00006.]
The authors provide a survey on limit theorems and qualitative behavior related to weakly interacting diffusions. They summarize and relate results of their previous joint papers but also mention open problems and conjectures. The authors emphasize the use of large deviations techniques to establish metastability of states in the Vlasov-McKean limit.
Reviewer: M.Scheutzow

MSC:

60J60 Diffusion processes
60F05 Central limit and other weak theorems
60F10 Large deviations
60G57 Random measures

Citations:

Zbl 0647.00006