Central Limit Theorem for a Class of SPDEs

2014/04/21 by Fatheddin, Parisa
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1404.5196

Abstract

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

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