Comparison of stochastic and deterministic models of a linear chemical reaction with diffusion (Q1180564): Difference between revisions

The author considers a Markov process which is constructed from a symmetric random walk on a linear lattice of cells and a creation and annihilation process with linear generator on each cell. The corresponding deterministic model as the number of cells tends to infinity is given by \[ \partial\psi/\partial t(t,r)=D \Delta\psi(t,r)+c(\psi(t,r)) \] for a constant \(D\) and a linear function \(c\) under periodic boundary conditions. The aim of the paper is to prove a law of large numbers and a central limit theorem in Sobolev spaces \(H^{1 }\). The proofs are based on the methods of stochastic calculus for OSDE.