A STOCHASTIC EVOLUTION EQUATION ARISING FROM THE FLUCTUATIONS OF A CLASS OF INTERACTING PARTICLE SYSTEMS ¤

Abstract

In an earlier paper, we studied the approximation of solutions V (t) to a class of SPDEs by the empirical measure Vn(t) of a system of n interacting diffusions. In the present paper, we consider a central limit type problem, showing that (Formula Presented) converges weakly, in the dual of a nuclear space, to the unique solution of a stochastic evolution equation. Analogous results in which the di®usions that determine V n are replaced by their Euler approximations are also discussed.