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
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