Mutually interacting superprocesses with migration

DOI10.1017/JPR.2021.98MaRDI QIDQ5868539zbMATH OpenOpenAlexFDO

Authors

Publication date 21 September 2022

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.12146

zbMATH Keywords

interacting systemsmartingale problemstochastic partial differential equationssuperprocess

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Superprocesses (60J68) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models. The uniqueness in law of the superprocesses is established using the pathwise uniqueness of a system of stochastic partial differential equations with non-Lipschitz coefficients, which is satisfied by the corresponding system of distribution-function-valued processes.

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Cited in

(10)

• Measure-valued diffusions and stochastic equations with Poisson process
• Competing species superprocesses with infinite variance
• A superprocess with a disappearing self-interaction
• Super Brownian motion with interactions.
• Well-posedness of the martingale problem for superprocess with interaction
• Superprocesses with interaction and immigration
• Interacting super-Brownian motions depending on population size
• Interacting diffusions and trees of excursions: convergence and comparison
• Branching interacting particle systems with mutation and related limit theorems
• A degenerate stochastic partial differential equation for superprocesses with singular interaction

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