Weak convergence of interacting SDEs to the superprocess

Authors
Citation
A. Bose et P. Sundar, Weak convergence of interacting SDEs to the superprocess, APPL MATH O, 41(1), 2000, pp. 111-128
Citations number
13
Categorie Soggetti
Mathematics
Journal title
APPLIED MATHEMATICS AND OPTIMIZATION
ISSN journal
00954616 → ACNP
Volume
41
Issue
1
Year of publication
2000
Pages
111 - 128
Database
ISI
SICI code
0095-4616(200001/02)41:1<111:WCOIST>2.0.ZU;2-Z
Abstract
A finite system of stochastic differential equations defined on a lattice w ith nearest-neighbor interaction is scaled so that the distance between lat tice sites decreases and the size of the system increases. The space-time p rocess defined by the above system is shown to converge in law to the solut ion of the SPDE associated with the super-Brownian motion on [0, 1].