Title

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

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