Stochastic partial differential equations for a class of interacting measure-valued diffusions (Q1978132)

There are investigated interacting branching measure-valued diffusions (IBMDs), which are solutions to the well-posed martingale problem. A new class of stochastic partial differential equations (based on two orthogonal \({\mathcal S}'(R)\)-valued cylindrical Brownian motions) for the density process associated with such IBMDs (when these densities exist) is introduced.