The aim of the paper is to give the proof of the Central Limit Theorem for a class of (n, k)-particle processes solving balance equations for measures.
Managing Editor: Sabelfeld, Karl K.
Editorial Board Member: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis
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Central Limit Theorem for (n, k)-particle processes solving balance equations
1Mathematical Department, St.Petersburg University, Universitetsky av. 28, Petrodvorets, 198504, St.Petersburg, Russia. (email)
Citation Information: Monte Carlo Methods and Applications mcma. Volume 9, Issue 1, Pages 1–11, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: 10.1515/156939603322587425,
Publication History:
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Key Words: Central Limit Theorem,; differential equations for measures,; balance equations,; Boltzmann-like equations,; stochastic solution,; measure-valued processes,; n-particle processes,; operator semigroup theory
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