Countable systems of degenerate stochastic differential equations with applications to super-{M}arkov chains (Q1767526): Difference between revisions
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scientific article
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English | Countable systems of degenerate stochastic differential equations with applications to super-{M}arkov chains |
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Countable systems of degenerate stochastic differential equations with applications to super-{M}arkov chains (English)
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8 March 2005
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The paper considers infinite-dimensional degenerate elliptic operators, and, under appropriate Hölder continuity conditions on the coefficients, well-posedness of the associated martingale problem is proved. Applications are given to large population limits of branching particle systems on a countable state space.
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