A stochastic evolution equation arising from the fluctuation of a class of interacting particle systems
نویسندگان
چکیده
In an earlier paper, we studied the approximation of solutions V (t) to a class of SPDEs by the empirical measure V n(t) of a system of n interacting diffusions. In the present paper, we consider a central limit type problem, showing that √ n(V n − V ) converges weakly, in the dual of a nuclear space, to the unique solution of a stochastic evolution equation. Analogous results in which the diffusions that determine V n are replaced by their Euler approximations are also discussed. MSC 2000 subject classifications: Primary 60H15, 60H35; Secondary 60B12, 60F17, 60F25, 60H10, 93E11.
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