A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems

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

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