Central limit type theorem for Ornstein-Uhlenbeck superprocess (Q1814730)

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scientific article; zbMATH DE number 940621
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    Central limit type theorem for Ornstein-Uhlenbeck superprocess
    scientific article; zbMATH DE number 940621

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      Central limit type theorem for Ornstein-Uhlenbeck superprocess (English)
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      20 July 1997
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      Ornstein-Uhlenbeck superprocess (O-U superprocess for short) first given in [\textit{E. B. Dynkin}, J. Funct. Anal. 86, No. 1, 75-110 (1989; Zbl 0683.60040)], is a Gaussian Markov process with values in Schwartz distributions. The background for this process is as the fluctuation limit of some rescaled particle system, and describes the fluctuation of particle system around its macroscopic flow. Since O-U superprocess can be identified with the solution of some generalized Langevin equation, it is a kind of generalized Ornstein-Uhlenbeck process (the process with values in distributions is the solution of generalized Langevin equation). Although there has been much study on the fluctuation limit of particle system and generalized Langevin equation, there is little work on properties of O-U superprocess itself.
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      Ornstein-Uhlenbeck superprocess
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      Schwartz distributions
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      Langevin equation
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