Hydrodynamic limit for a Fleming-Viot type system

Ilie Grigorescu, Min Kang

Research output: Contribution to journalArticle

30 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)111-143
Number of pages33
JournalStochastic Processes and their Applications
Volume110
Issue number1
DOIs
StatePublished - Mar 1 2004

Keywords

  • Absorbing Brownian motion
  • Catalytic branching
  • Fleming-Viot
  • Hydrodynamic limit

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics

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