Countable systems of degenerate stochastic differential equations with applications to super-{M}arkov chains
From MaRDI portal
Publication:1767526
The paper considers infinite-dimensional degenerate elliptic operators, and, under appropriate Hölder continuity conditions on the coefficients, well-posedness of the associated martingale problem is proved. Applications are given to large population limits of branching particle systems on a countable state space.
Recommendations
- Degenerate stochastic differential equations and super-Markov chains
- On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift
- Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
- Well-posedness of the martingale problem for some degenerate diffusion processes occurring in dynamics of populations
- Limit theorem for countable systems of stochastic differential equations
Cited in
(5)- Degenerate stochastic differential equations and super-Markov chains
- Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
- On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
- Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
- The renormalization transformation for two-type branching models
This page was built for publication: Countable systems of degenerate stochastic differential equations with applications to super-{M}arkov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1767526)
