Well-posedness of the martingale problem for superprocess with interaction (Q281500)
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English | Well-posedness of the martingale problem for superprocess with interaction |
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Well-posedness of the martingale problem for superprocess with interaction (English)
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11 May 2016
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The authors consider super-Brownian motions with interactive immigration, which are solutions of the martingale problem (MP), which itself can be thought of as a special type of stochastic dynamics. The purpose of the paper is to prove the uniqueness of the solution of the MP and, to this end, the authors show that there are some relations between the MP and a stochastic partial differential equation, which itself can be related to backward stochastic differential equations.
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martingale problem
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superprocess
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stochastic partial differential equation
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backward stochastic differential equations
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