Rescaled interacting diffusions converge to super Brownian motion

J. Theodore Cox, Achim Klenke

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)501-514
Number of pages14
JournalAnnals of Applied Probability
Volume13
Issue number2
DOIs
StatePublished - May 2003

Keywords

  • Diffusion limit
  • Long range limit
  • Martingale problem
  • Spatially rescaled particle systems

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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