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Asymptotics of the Invariant Measure in Mean Field Models with Jumps
decoupling approximation fluid limit invariant measure McKean-Vlasov equation mean field limit small noise limit
2011/9/16
Abstract: We consider the asymptotics of the invariant measure for the process of the spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects th...
Low noise limit for the invariant measure of a multi-dimensional stochastic Allen-Cahn equation
Stochastic reaction-di usion equation Invariant measure Large deviations
2011/1/21
We study the invariant measure of a discretized stochastic Allen-Cahn equation in d+1 dimensions in the low noise limit. We consider a cuboidal domain and impose the two stable
phases as boundary con...