Martingale problem for superprocesses with non-classical branching functional (Q855689)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale problem for superprocesses with non-classical branching functional |
scientific article |
Statements
Martingale problem for superprocesses with non-classical branching functional (English)
0 references
7 December 2006
0 references
The author studies: the existence of the full martingale problem for a superprocess with parameters, the uniqueness of the solution of this full martingale problem by using approximations of the superprocess, the connections with the so-called partial martingale problem. The results are then applied to construct superprocesses with interactions, via a Dawson-Girsanov transformation for the binary branching.
0 references
superprocesses
0 references
martingale problem
0 references
branching functional
0 references
Dawson-Girsanov transformation
0 references
superprocess with interactions
0 references
0 references
