Stochastic equations of super-Lévy processes with general branching mechanism

DOI10.1016/J.SPA.2013.12.007MaRDI QIDQ2436788zbMATH OpenOpenAlexFDO

Authors Hui He, Xu Yang, Zenghu Li

Publication date 26 February 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2013.12.007

zbMATH Keywords

backward doubly stochastic equation with jumpspathwise uniquenessstochastic integral equationsuper-Lévy process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Superprocesses (60J68)

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Cites work

• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Martingale measures and stochastic calculus
• Measure-valued branching Markov processes
• One dimensional stochastic partial differential equations and the branching measure diffusion
• Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
• Stochastic equations of non-negative processes with jumps
• Stochastic equations, flows and measure-valued processes
• Stochastic partial differential equation driven by stable noise
• Stochastic partial differential equations for some measure-valued diffusions
• Strong solutions of jump-type stochastic equations
• Super-Brownian motion as the unique strong solution to an SPDE
• The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation
• Theory of stochastic differential equations with jumps and applications.

Cited in

(12)

• Uniqueness problem for SPDEs from population models
• Existence and pathwise uniqueness to an SPDE driven by -stable colored noise
• Distribution and propagation properties of superprocesses with general branching mechanisms
• Backward doubly stochastic equations with jumps and comparison theorems
• Superprocesses with interaction and immigration
• A distribution-function-valued SPDE and its applications
• Stable branching super-Lévy process as the pathwise unique solution to an SPDE
• A class of super-Lévy processes in random environment
• Mutually interacting superprocesses with migration
• Long-time behavior for subcritical measure-valued branching processes with immigration
• Well-posedness of the martingale problem for super-Brownian motion with interactive branching
• Remaining-lifetime age-structured branching processes

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