Weak convergence of interacting SDEs to the superprocess (Q1968773)
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scientific article; zbMATH DE number 1419729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of interacting SDEs to the superprocess |
scientific article; zbMATH DE number 1419729 |
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Weak convergence of interacting SDEs to the superprocess (English)
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29 January 2001
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Considering a finite system of stochastic differential equations defined on a lattice of specified form, the authors show that the space-time process thus defined converges in law to the solution of the stochastic partial differential equation associated with the super-Brownian motion on \([0,1]\). The identification of the limit is accomplished by showing the convergence of pertinent martingale problems to a limiting martingale problem.
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stochastic partial differential equations
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weak convergence
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martingales
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