On the uniqueness problem for catalytic branching networks and other singular diffusions (Q2505473)
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English | On the uniqueness problem for catalytic branching networks and other singular diffusions |
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On the uniqueness problem for catalytic branching networks and other singular diffusions (English)
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26 September 2006
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Let \((V,E)\) be a directed graph with vertices \(V=\{1,2,\dots,d\}\) and directed edges \(E=\{e_1,e_2,\dots, e_k\}\). Suppose \((i,i)\not\in E\) \(\forall i\in V\) and each vertex is the second element of at most one edge. When applied to catalytic branching networks, vertices denote types and an edge \((i,j)\in E\) corresponds to type \(i\) catalysing type \(j\) branching. Let \(C\) denote the set of vertices which appear as the first element (catalyst) of an edge and \(R\) the set of vertices that appear as the second element (reactant). Let \(c: R\to C\) be such that for \(j\in R\), \(c(j)\) denotes the unique \(i\in C\) such that \((i,j)\in E\) for \(i\in C\). On \(C^2_b(\mathbb{R}_+^d)\) define the differential operator \(A=\sum_{j\in V}[\gamma_j(x)(1_{R(x)} s_{c(j)}+ 1_{V\setminus R}(j)x_j) D^2_j+ b_j(x) D_j]\), where for \(j\in V\), \(\gamma_j: \mathbb{R}^d_+\to (0,\infty)\) and \(b_j: \mathbb{R}^d_+\to \mathbb{R}\) are Hölder-continuous on compact subsets of \(\mathbb{R}_+^d\) such that \(|b_j(x)|< \text{const}(1+ |x|)\) on \(\mathbb{R}^d_+\), \(b_j(x)\geq 0\) if \(x_j= 0\), and \(b(x)> 0\) if \(j\in C\cup R\) and \(x_j= 0\). Then the martingale problem for \((A,v)\), \(v\) probability measure on \(\{x\in\mathbb{R}^d_+: \prod_{(i,j)}\varepsilon_E(x_i+ x_j)> 0\}\), has a unique solution. With considerable effort the authors were successful in modifying, and refining the basic technical ideas of \textit{R. F. Bass} and \textit{E. A. Perkins} [Trans. Am. Math. Soc. 355, No. 1, 373--405 (2003; Zbl 1007.60055)] and \textit{S. R. Athreya}, \textit{R. F. Bass} and \textit{E. A. Perkins} [ibid. 357, No. 12, 5001--5029 (2005; Zbl 1131.35008)] to the make them work also in the present model with its additional degeneracy.
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martingale problem
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