Rescaled interacting diffusions converge to super Brownian motion

• 成果类型: Article
• 署名作者: Cox, JT; Klenke, A
• 署名单位: Syracuse University; University of Cologne
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 2003
• 页码: 501-514
• 关键词: ergodic-theorems; systems

摘要

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.