A stochastic simulation for solving scalar reaction–diffusion equations
Keyword(s):
A recent Monte Carlo method for solving one-dimensional reaction–diffusion equations is considered here as a convergence problem for a sequence of spatial branching processes with interaction. The martingale problem is studied and a limit theorem is proved by embedding spaces of measures in Sobolev spaces.
2006 ◽
Vol 182
(1)
◽
pp. 607-609
◽
2004 ◽
Vol 25
(12)
◽
pp. 1515-1521
◽
2003 ◽
Vol 62
(3-6)
◽
pp. 487-494
◽
1993 ◽
Vol 16
(8)
◽
pp. 697-723
◽
Keyword(s):
1985 ◽
Vol 15
(3)
◽
pp. 402-420
◽
Keyword(s):
1985 ◽
Vol 101
(1-2)
◽
pp. 45-55
◽
2015 ◽
Vol 32
(4)
◽
pp. 841-873
◽
Keyword(s):
2016 ◽
Vol 41
(5)
◽
pp. 785-811
◽