The solution of a nonlinear parabolic SPDE on the circle, with multiplicative Gaussian noise that is white-noise in time and a bonafide function in space, is approximated by a system of branching and interacting particles...
Keywords: Parabolic stochastic PDEs, branching and interacting particle systems, particle approximation scheme
06/2004 | Random Operators and Stochastic Equations, Walter de Gruyter