Hydrodynamic limit for a Fleming–Viot type system
نویسندگان
چکیده
منابع مشابه
Hydrodynamic Limit for a Fleming-Viot Type System
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 Brownian motion until the next boundary hit. We prove the hydrodynamic limit for the joint law of the empirical measure process...
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متن کاملTagged Particle Limit for a Fleming-Viot Type System
We consider a branching system of N Brownian particles evolving independently in a domain D during any time interval between boundary hits. As soon as one particle reaches the boundary it is killed and one of the other particles splits into two independent particles, the complement of the set D acting as a catalyst or hard obstacle. Identifying the newly born particle with the one killed upon c...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2004
ISSN: 0304-4149
DOI: 10.1016/j.spa.2003.10.010