Nonequilibrium fluctuations in particle systems modelling reaction-diffusion equations

C. Boldrighini, A. De Masi and A. Pellegrinotti

Stochastic Processes and their Applications, 1992, vol. 42, issue 1, 1-30

Abstract: We consider a class of stochastic evolution models for particles diffusing on a lattice and interacting by creation-annihilation processes. The particle number at each site is unbounded. We prove that in the macroscopic (continuum) limit the particle density satisfies a reaction-diffusion PDE, and that microscopic fluctuations around the average are described by a generalized Ornstein-Uhlenbeck process, for which the covariance kernel is explicitely exhibited.

Keywords: interacting; particle; systems; fluctuation; fields; reaction-diffusion; equations (search for similar items in EconPapers)
Date: 1992
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(92)90023-J
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:42:y:1992:i:1:p:1-30

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().