@article{AIHPB_2004__40_2_167_0, author = {Grigorescu, Ilie}, title = {An infinite dimensional central limit theorem for correlated martingales}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {167--196}, publisher = {Elsevier}, volume = {40}, number = {2}, year = {2004}, doi = {10.1016/j.anihpb.2003.03.001}, mrnumber = {2044814}, zbl = {1042.60016}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.anihpb.2003.03.001/} }
TY - JOUR AU - Grigorescu, Ilie TI - An infinite dimensional central limit theorem for correlated martingales JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2004 SP - 167 EP - 196 VL - 40 IS - 2 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.anihpb.2003.03.001/ DO - 10.1016/j.anihpb.2003.03.001 LA - en ID - AIHPB_2004__40_2_167_0 ER -
%0 Journal Article %A Grigorescu, Ilie %T An infinite dimensional central limit theorem for correlated martingales %J Annales de l'I.H.P. Probabilités et statistiques %D 2004 %P 167-196 %V 40 %N 2 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.anihpb.2003.03.001/ %R 10.1016/j.anihpb.2003.03.001 %G en %F AIHPB_2004__40_2_167_0
Grigorescu, Ilie. An infinite dimensional central limit theorem for correlated martingales. Annales de l'I.H.P. Probabilités et statistiques, Volume 40 (2004) no. 2, pp. 167-196. doi : 10.1016/j.anihpb.2003.03.001. http://archive.numdam.org/articles/10.1016/j.anihpb.2003.03.001/
[1] Gaussian Measures, Mathematical Surveys and Monographs, vol. 62, American Mathematical Society, Providence, RI, 1998. | MR | Zbl
,[2] Fluctuations of one-dimensional Ginzburg-Landau models in nonequilibrium, Comm. Math. Phys. 145 (1992) 209-234. | Zbl
, ,[3] Linear Operators, Part I, General Theory, Wiley, 1988. | MR | Zbl
, ,[4] Equilibrium fluctuations for zero range processes in random environment, Stochastic Process. Appl. 77 (2) (1998) 187-205. | MR | Zbl
, , ,[5] Self-diffusion for Brownian motions with local interaction, Ann. Probab. 27 (3) (1999) 1208-1267. | MR | Zbl
,[6] Large scale behavior of a system of interacting diffusions, in: Hydrodynamic Limits and Related Topics (Toronto, ON, 1998), Fields Inst. Commun., vol. 27, Amer. Math. Society, Providence, RI, 2000, pp. 83-93. | MR | Zbl
,[7] Central limit phenomena of various interacting systems, Ann. of Math. (2) 110 (2) (1979) 333-393. | MR | Zbl
, ,[8] Stochastic Differential Equations and Diffusion Processes, North-Holland/Kodansha, 1989. | MR | Zbl
, ,[9] Distribution-valued processes arising from independent Brownian motions, Math. Z. 182 (1) (1983) 17-33. | MR | Zbl
,[10] Partial Differential Equations, Applied Mathematical Sciences, vol. 1, Springer-Verlag, New York, 1991. | Zbl
,[11] Scaling Limits of Interacting Particle Systems, Springer-Verlag, New York, 1999. | MR | Zbl
, ,[12] Diffusion of color in the simple exclusion process, Comm. Pure Appl. Math. 45 (1998) 321-379. | MR | Zbl
,[13] Large deviations for the symmetric simple exclusion process in dimensions d≥3, Probab. Theory Related Fields 113 (1) (1999) 1-84. | Zbl
, , ,[14] Fluctuations from the hydrodynamical limit for the symmetric simple exclusion in Zd, Stochastic Process. Appl. 42 (1) (1992) 31-37. | MR | Zbl
,[15] Probability, Translated from the Russian by R.P. Boas , Graduate Texts in Math., vol. 95, Springer-Verlag, New York, 1984. | MR | Zbl
,[16] A fluctuation result for nonlinear diffusions, in: Infinite-Dimensional Analysis and Stochastic Processes (Bielefeld, 1983), Res. Notes in Math., vol. 124, Pitman, Boston, 1985, pp. 145-160. | MR | Zbl
,Cited by Sources: