Limit Theorems for Weighted Stochastic Systems of Interacting Particles
The goal of this dissertation is to (a) establish the weak convergence of empirical measures formed by a system of stochastic differential equations, and (b) prove a comparison result and compactness of support property for the limit measure. The stochastic system of size n has coefficients that de...
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| Format: | Others |
| Language: | en |
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LSU
2006
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| Online Access: | http://etd.lsu.edu/docs/available/etd-11152006-194212/ |