Weak convergence of interacting SDEs to the superprocess
Document Type
Article
Publication Date
1-1-2000
Abstract
A finite system of stochastic partial differential equations (SPDE) defined on a lattice with nearest-neighbor interaction is scaled so that the distance between lattice sites decreases and the size of the system increases. The space-time process defined by this system is shown to converge in the law of the solution of the SPDE associated with the super-Brownian motion on [0,1].
Publication Source (Journal or Book title)
Applied Mathematics and Optimization
First Page
111
Last Page
128
Recommended Citation
Bose, A., & Sundar, P. (2000). Weak convergence of interacting SDEs to the superprocess. Applied Mathematics and Optimization, 41 (1), 111-128. https://doi.org/10.1007/s002459911006
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