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Central limit theorem for a class of SPDEs

Part of: Markov processes Stochastic analysis Limit theorems

Published online by Cambridge University Press:  30 March 2016

Parisa Fatheddin
Parisa Fatheddin*
Affiliation:
The University of Tennessee
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Abstract

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In this paper we establish the central limit theorem for a class of stochastic partial differential equations and as an application derive this theorem for two widely studied population models: super-Brownian motion and the Fleming-Viot process.

Keywords

Central limit theoremstochastic partial differential equationFleming-Viot processsuper-Brownian motion

MSC classification

Primary: 60F05: Central limit and other weak theorems
Secondary: 60H15: Stochastic partial differential equations 60J68: Superprocesses

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 52 , Issue 3 , September 2015 , pp. 786 - 796
Copyright
Copyright © 2015 by the Applied Probability Trust 

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