Title of article :
Hydrodynamic limit for a Fleming–Viot type system
Author/Authors :
Grigorescu، نويسنده , , Ilie and Kang، نويسنده , , Min، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
33
From page :
111
To page :
143
Abstract :
We consider a system of N Brownian particles evolving independently in a domain D. As soon as one particle reaches the boundary it is killed and one of the other particles is chosen uniformly and splits into two independent particles resuming a new cycle of independent motion until the next boundary hit. We prove the hydrodynamic limit for the joint law of the empirical measure process and the average number of visits to the boundary as N approaches infinity.
Keywords :
Catalytic branching , Absorbing Brownian motion , Fleming–Viot , Hydrodynamic limit
Journal title :
Stochastic Processes and their Applications
Serial Year :
2004
Journal title :
Stochastic Processes and their Applications
Record number :
1577361
Link To Document :
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