Abstract
In an earlier paper, we studied the approximation of solutions V(t) to a class of SPDEs by the empirical measure Vn(t) of a system of n interacting diffusions. In the present paper, we consider a central limit type problem, showing that \sqrt{n}(Vn-V )n converges weakly, in the dual of a nuclear space, to the unique solution of a stochastic evolution equation. Analogous results in which the di.usions that determine Vn are replaced by their Euler approximations are also discussed.
Citation
Thomas G. Kurtz. Jie Xiong. "A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems." Commun. Math. Sci. 2 (3) 325 - 358, September 2004.
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