A distribution-function-valued SPDE and its applications
From MaRDI portal
stochastic partial differential equationmartingale problemFleming-Viot processpathwise uniquenessinteracting superprocessessuper-Brownian motion
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Superprocesses (60J68)
Abstract: In this paper we further study the stochastic partial differential equation first proposed by Xiong (2013). Under localized conditions on the coefficients we show that the solution is in fact distribution-function-valued and we establish the pathwise uniqueness of the solution. As applications we obtain the well-posedness of the martingale problems for two classes of measure-valued diffusions: interacting super-Brownian motions and interacting Fleming-Viot processes. Properties of the two superprocesses such as the existence of density fields and the extinction behaviors are also studied.
Recommendations
- Super-Brownian motion as the unique strong solution to an SPDE
- Uniqueness problem for SPDEs from population models
- Well-posedness of the martingale problem for super-Brownian motion with interactive branching
- Constructing the super-Brownian process by using SPDEs and Skorokhod's method
- On SPDE's and superdiffusions
Cites work
- scientific article; zbMATH DE number 3694306 (Why is no real title available?)
- An \(\infty\)-dimensional inhomogeneous Langevin's equation
- Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
- Interacting measure branching processes. Some bounds for the support
- Martingale measures and stochastic calculus
- Measure-valued branching Markov processes
- New results on pathwise uniqueness for the heat equation with colored noise
- Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
- Nonuniqueness for nonnegative solutions of parabolic stochastic partial differential equations
- On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
- One dimensional stochastic partial differential equations and the branching measure diffusion
- Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
- Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
- Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
- Stochastic equations of super-Lévy processes with general branching mechanism
- Stochastic equations, flows and measure-valued processes
- Stochastic partial differential equation driven by stable noise
- Stochastic partial differential equations for some measure-valued diffusions
- Super Brownian motion with interactions.
- Super-Brownian motion as the unique strong solution to an SPDE
- Superprocesses with interaction and immigration
- Three classes of nonlinear stochastic partial differential equations
- Well-posedness of the martingale problem for superprocess with interaction
Cited in
(4)
This page was built for publication: A distribution-function-valued SPDE and its applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q340358)
