English

Mosco Type Convergence and Weak Convergence for a Fleming-Viot type Particle System

Probability 2014-09-29 v2

Abstract

We are concerned with Mosco type convergence for a non-symmetric nn-particle Fleming-Viot system {X1,,Xn}\{X_1,\ldots,X_n\} in a bounded dd-dimensional domain DD with smooth boundary. Moreover, we are interested in relative compactness of the nn-particle processes. It turns out that integration by parts relative to the initial measure and the generator is the appropriate mathematical tool. For finitely many particles, such integration by parts is established by using probabilistic arguments. For the limiting infinite dimensional configuration we use a result from infinite dimensional non-gaussian calculus.

Keywords

Cite

@article{arxiv.1311.0204,
  title  = {Mosco Type Convergence and Weak Convergence for a Fleming-Viot type Particle System},
  author = {Jörg-Uwe Löbus},
  journal= {arXiv preprint arXiv:1311.0204},
  year   = {2014}
}

Comments

arXiv admin note: substantial text overlap with arXiv:1209.4766

R2 v1 2026-06-22T01:59:11.158Z