Convergence of Markov chain approximations to stochastic reaction-diffusion equations

DOI10.1214/aoap/1031863180zbMath1018.60063OpenAlexW2048208913MaRDI QIDQ1872387

Hongwei Long, Michael A. Kouritzin

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1031863180

zbMATH Keywords

Markov chainslaw of large numbersstochastic reaction-diffusion equationsPoisson processes

Mathematics Subject Classification ID

Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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On the mild Itô formula in Banach spaces ⋮ A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure ⋮ Scaling limits of spatial compartment models for chemical reaction networks ⋮ Exponential moments for numerical approximations of stochastic partial differential equations ⋮ From Markov jump systems to two species competitive Lotka-Volterra equations with diffusion ⋮ Markov chain approximations to filtering equations for reflecting diffusion processes.

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