Special Session 109: Stochastic Partial Differential Equations
Contents
We consider Markov dynamics of interacting particle systems in the continuum. A mesoscopic scaling for these dynamics leads to a kinetic description of the system in terms of a nonlinear evolution equation for the density of particles. We show that the fluctuations over this kinetic limit are described by means of certain SPDE derived from the form of the Markov generator for the considered dynamic.