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A stochastic simulation for solving scalar reaction–diffusion equations
B. Chauvin, Rouault
Journal:

Advances in Applied Probability / Volume 22 / Issue 1 / March 1990

Published online by Cambridge University Press:

01 July 2016, pp. 88-100

Print publication:

March 1990
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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.

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A stochastic simulation for solving scalar reaction–diffusion equations