Smoluchowski's equation: Rate of convergence of the Marcus-Lushnikov process
AbstractWe derive a satisfying rate of convergence of the Marcus-Lushnikov process towards the solution to Smoluchowski's coagulation equation. Our result applies to a class of homogeneous-like coagulation kernels with homogeneity degree ranging in (-[infinity],1]. It relies on the use of a Wasserstein-type distance, which has shown to be particularly well-adapted to coalescence phenomena. It was introduced and used in preceding works (Fournier and Laurençot (2006) ) and (Fournier and Löcherbach (2009) ).
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 121 (2011)
Issue (Month): 6 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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- Fournier, Nicolas & Löcherbach, Eva, 2009. "Stochastic coalescence with homogeneous-like interaction rates," Stochastic Processes and their Applications, Elsevier, vol. 119(1), pages 45-73, January.
- Vassili Kolokoltsov & Marianna Troeva & Wei Yang, 2014. "On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players," Dynamic Games and Applications, Springer, vol. 4(2), pages 208-230, June.
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