A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems

@article{Kurtz2004ASE,
  title={A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems},
  author={Thomas G. Kurtz and Jie Xiong},
  journal={Communications in Mathematical Sciences},
  year={2004},
  volume={2},
  pages={325-358}
}
  • T. KurtzJ. Xiong
  • Published 1 September 2004
  • Mathematics
  • Communications in Mathematical Sciences
In an earlier paper, we studied the approximation of solutions V (t) to a class of SPDEs by the empirical measure V n (t) of a system of n interacting difiusions. In the present paper, we consider a central limit type problem, showing that p n(V n iV ) converges weakly, in the dual of a nuclear space, to the unique solution of a stochastic evolution equation. Analogous results in which the difiusions that determine V n are replaced by their Euler approximations are also discussed. 

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