Central Limit Theorem for a Class of SPDEs
Probability
2014-04-22 v1
Abstract
Here we establish the central limit theorem for a class of stochastic partial differential equations (SPDEs) and as an application derive this theorem for two widely studied population models known as super-Brownian motion and Fleming-Viot process.
Cite
@article{arxiv.1404.5196,
title = {Central Limit Theorem for a Class of SPDEs},
author = {Parisa Fatheddin},
journal= {arXiv preprint arXiv:1404.5196},
year = {2014}
}