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 Electronic Journal of Probability > Vol. 8 (2003) > Paper 6 open journal systems 


On Convergence of Population Processes in Random Environments

Anja Sturm, Technische Universität Berlin


Abstract
We consider the stochastic heat equation with a multiplicative colored noise term on the real space for dimensions greater or equal to 1. First, we prove convergence of a branching particle system in a random environment to this stochastic heat equation with linear noise coefficients. For this stochastic partial differential equation with more general non-Lipschitz noise coefficients we show convergence of associated lattice systems, which are infinite dimensional stochastic differential equations with correlated noise terms, provided that uniqueness of the limit is known. In the course of the proof, we establish existence and uniqueness of solutions to the lattice systems, as well as a new existence result for solutions to the stochastic heat equation. The latter are shown to be jointly continuous in time and space under some mild additional assumptions.


Full text: PDF

Pages: 1-39

Published on: April 11, 2003
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Electronic Journal of Probability. ISSN: 1083-6489