Super Brownian motion is known to occur as the limit of properly rescaled
interacting particle systems such as branching random walk, the contact process
and the voter model.
¶ In this paper we show that certain linearly interacting diffusions converge to
super Brownian motion if suitably rescaled in time and space. The results
comprise nearest neighbor interaction as well as long range interaction.
Publié le : 2003-05-14
Classification:
Martingale problem,
spatially rescaled particle systems,
diffusion limit,
long range limit,
60K35,
60G57,
60F05,
60J80,
60H10
@article{1050689591,
author = {Cox, J. Theodore and Klenke, Achim},
title = {Rescaled interacting diffusions converge to super Brownian motion},
journal = {Ann. Appl. Probab.},
volume = {13},
number = {1},
year = {2003},
pages = { 501-514},
language = {en},
url = {http://dml.mathdoc.fr/item/1050689591}
}
Cox, J. Theodore; Klenke, Achim. Rescaled interacting diffusions converge to super Brownian motion. Ann. Appl. Probab., Tome 13 (2003) no. 1, pp. 501-514. http://gdmltest.u-ga.fr/item/1050689591/