Weak convergence of interacting SDEs to the superprocess

DOI10.1007/S002459911006zbMATH Open0953.60049OpenAlexW2135864549MaRDI QIDQ1968773FDOQ1968773

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

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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)

Cited In (6)

• Hilbert space regularity of the \((\alpha,d,1)\)-superprocess and its occupation time.
• A degenerate stochastic partial differential equation for superprocesses with singular interaction
• On a stochastic interacting model with stepping-stone noises
• 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
• Rescaled interacting diffusions converge to super Brownian motion

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