A CLASS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS FOR INTERACTING SUPERPROCESSES ON A BOUNDED DOMAIN

作者：Ren Yan Xia^*; Song Renming; Wang Hao

来源：Osaka Journal of Mathematics, 2009, 46(2): 373-401.

A class of interacting superprocesses on R, called superprocesses with dependent spatial motion (SDSMs), were introduced and studied in Wang [32] and Dawson et al. [9]. In the present paper, we extend this model to allow particles moving in a bounded domain in R(d) with killing boundary. We show that under a proper re-scaling, a class of discrete SPDEs for the empirical measure-valued processes generated by branching particle systems subject to the same white noise converge ill L(2)(Omega, F, P) to the SPDE for an SDSM on a bounded domain and the corresponding martingale problem for the SDSMs on a bounded domain is well-posed.

• 出版日期2009-6
• 单位北京大学