Central Limit Theorem for a Class of SPDEs

TL;DR

This paper proves a central limit theorem for a class of stochastic partial differential equations and applies it to popular population models like super-Brownian motion and Fleming-Viot process.

Contribution

It introduces a general CLT for SPDEs and demonstrates its application to well-known population models, extending theoretical understanding.

Findings

CLT established for a class of SPDEs

Application to super-Brownian motion and Fleming-Viot process

Enhanced understanding of fluctuations in population models

Abstract

Here we establish the central limit theorem for a class of stochastic partial differential equations (SPDEs) and as an application derive this theorem for two widely studied population models known as super-Brownian motion and Fleming-Viot process.