Stochastic equations of super-Lévy processes with general branching mechanism

DOI10.1016/j.spa.2013.12.007zbMath1298.60083MaRDI QIDQ2436788

Hui He, Xu Yang, Zhenghu 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

pathwise uniqueness; stochastic integral equation; backward doubly stochastic equation with jumps; super-Lévy process

Mathematics Subject Classification ID

60H05: Stochastic integrals

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60J68: Superprocesses

Related Items

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, Backward doubly stochastic equations with jumps and comparison theorems, Superprocesses with interaction and immigration, A distribution-function-valued SPDE and its applications, Uniqueness problem for SPDEs from population models, Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise

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