Abstract
A recent Monte Carlo method for solving one-dimensional reaction–diffusion equations is considered here as a convergence problem for a sequence of spatial branching processes with interaction. The martingale problem is studied and a limit theorem is proved by embedding spaces of measures in Sobolev spaces.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Reference16 articles.
1. A Monte Carlo Method for Scalar Reaction Diffusion Equations
2. Etude de l'équation de la diffusion avec croissance de la quantité de matière et son application à un problème biologique;Kolmogorov;Mosc. Univer. Bull. Math.,1937
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17 articles.
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