Hydrodynamic limit for a Fleming-Viot type system

Ilie Grigorescu, Min Kang

Research output: Contribution to journalArticlepeer-review

35 Scopus citations


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
Issue number1
StatePublished - Mar 2004


  • 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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