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
Full text not available from this repository.
Official URL: http://www.springerlink.com/content/qfu7ngpmrrk7mk...
Related URL: http://dx.doi.org/10.1007/s002459911006
Abstract
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 |
Repository Staff Only: item control page
