A distribution-function-valued SPDE and its applications

DOI10.1016/J.JDE.2016.10.009MaRDI QIDQ340358zbMATH OpenOpenAlexFDO

Authors Xu Yang, Xiaowen Zhou, Li Wang

Publication date 14 November 2016

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.05872

zbMATH Keywords

Fleming-Viot processinteracting superprocessesmartingale problempathwise uniquenessstochastic partial differential equationsuper-Brownian motion

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Superprocesses (60J68) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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.

Review text

\textit{J. Xiong} [Ann. Probab. 41, No. 2, 1030--1054 (2013; Zbl 1266.60119)] studied the strong existence and uniqueness for an SPDE for the distribution-function process of a measure-valued super-Brownian motion. The authors improve theses results.NEWLINENEWLINEThey establish a comparison theorem and, under localized conditions on the coefficients, they show that the solution is distribution-function-valued. The pathwise uniqueness of the solution is also established.NEWLINENEWLINEUsing these results, the martingale problems for an interacting super-Brownian motion and an interacting Fleming-Viot process are shown to be well-posed. The existence of solutions to the martingale problems follows from the relationship with their corresponding SPDEs and the existence of solutions of these SPDEs. Finally, the authors study the existence of density fields and survival-extinction behaviors of the interacting super-Brownian motions and Fleming-Viot processes.

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Cited in

(4)

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