Linear parabolic differential equations as limits of space-time jump Markov processes

DOI10.1016/0022-247X(86)90045-4zbMATH Open0605.60039MaRDI QIDQ1083754FDOQ1083754

Publication date: 1986

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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scientific article; zbMATH DE number 4180453

functional limit theorem thermodynamic limit chemical reaction-diffusion systems distribution valued generalized Ornstein-Uhlenbeck mild solution of stochastic partial differential equation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cites Work

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Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
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Semimartingales: A course on stochastic processes
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A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
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High density limit theorems for infinite systems of unscaled branching Brownian motions
Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
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Deterministic limit of the stochastic model of chemical reactions with diffusion
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Maximal regularity for evolution equations by interpolation and extrapolation
Continuity properties of Hilbert space valued martingales
On the path regularity of a stochastic process in a hilbert space, defined by the ito integral

Cited In (12)

Title not available (Why is that?)
Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
A MARKOV JUMP PROCESS APPROXIMATION OF THE STOCHASTIC BURGERS EQUATION
White noise in space and time and the cylindrical wiener process
Continuum limit of nonlocal diffusion on inhomogeneous networks
Macroscopic limit for stochastic chemical reactions involving diffusion and spatial heterogeneity
The diffusion approximation for linear nonautonomous reaction-hyperbolic equations
Comparison between the deterministic and stochastic models of nonlocal diffusion
High density limit theorems for nonlinear chemical reactions with diffusion
Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces
White noise in space and time and the cylindrical wiener process
Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology

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