Weak convergence of interacting SDEs to the superprocess
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
Bose, A., & Sundar, P. (2000). Weak convergence of interacting SDEs to the superprocess. Applied Mathematics and Optimization, 41 (1), 111-128. https://doi.org/10.1007/s002459911006