  We derive a class of multi-species cross-diffusion systems from stochastic
interacting particles. We prove existence of weak solutions of the limiting
cross-diffusion system as well as the propagation of chaos by means of nonlocal
approximation of the nonlinear diffusion terms, coupling methods and
compactness arguments. We show that these equations capture the macroscopic
behavior of the interacting particle system if the localisation parameter is
chosen logarithmically with respect to the number of particles.
