A stochastic simulation for solving scalar reaction.diffusion equations

Authors
Chauvin, B.",Rouault
Citation
Chauvin, B.",rouault, A stochastic simulation for solving scalar reaction.diffusion equations, Advances in applied probability , 22(1), 1990, pp. 88-100
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
22
Issue
1
Year of publication
1990
Pages
88 - 100
Database
ACNP
SICI code
Abstract
A recent Monte Carlo method for solving one-dimensional reaction.diffusion equations is considered here as a convergence problem for a sequence of spatial branching processes with interaction. The martingale problem is studied and a limit theorem is proved by embedding spaces of measures in Sobolev spaces.