Abstract
We consider an interacting system of n diffusion processes X n j (t): t∈[0,1] , j=1,2,. . ., n , taking values in a conuclear space Φ' . Let ζ n t =(1/n)Σ n j=1 δ Xnj(t) be the empirical process. It has been proved that ζ n , as n→∞ , converges to a deterministic measure-valued process which is the unique solution of a nonlinear differential equation. In this paper we show that, under suitable conditions, ζ n converges to ζ at an exponential rate.
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