Weak convergence of interacting SDEs to the superprocess

DOI10.1007/S002459911006MaRDI QIDQ1968773zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 January 2001

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002459911006

zbMATH Keywords

stochastic partial differential equationsmartingalesweak convergence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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Cited in

(6)

• Hilbert space regularity of the \((\alpha,d,1)\)-superprocess and its occupation time.
• Rescaled interacting diffusions converge to super Brownian motion
• On a stochastic interacting model with stepping-stone noises
• A degenerate stochastic partial differential equation for superprocesses with singular interaction
• Quenched convergence of a sequence of superprocesses in \(\mathbb R^d\) among Poissonian obstacles
• A class of stochastic partial differential equations for interacting superprocesses on a bounded domain

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