Weak convergence of interacting SDEs to the superprocess

Bose, A. ; Sundar, P. (2000) Weak convergence of interacting SDEs to the superprocess Applied Mathematics and Optimization, 41 (1). pp. 111-128. ISSN 0095-4616

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Official URL: http://www.springerlink.com/content/qfu7ngpmrrk7mk...

Related URL: http://dx.doi.org/10.1007/s002459911006


A finite system of stochastic differential equations 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 the above system is shown to converge in law to the solution of the SPDE associated with the super-Brownian motion on [0, 1].

Item Type:Article
Source:Copyright of this article belongs to Springer.
Keywords:Stochastic Partial Differential Equations; Weak Convergence; Martingale Problem
ID Code:68664
Deposited On:05 Nov 2011 05:01
Last Modified:05 Nov 2011 05:01

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