Weak convergence of interacting SDEs to the superprocess (Q1968773)

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.