A distribution-function-valued SPDE and its applications

DOI10.1016/J.JDE.2016.10.009zbMATH Open1358.60074arXiv1603.05872OpenAlexW2963193310MaRDI QIDQ340358FDOQ340358

Xiaowen Zhou, Xu Yang, Li Wang

Publication date: 14 November 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: In this paper we further study the stochastic partial differential equation first proposed by Xiong (2013). Under localized conditions on the coefficients we show that the solution is in fact distribution-function-valued and we establish the pathwise uniqueness of the solution. As applications we obtain the well-posedness of the martingale problems for two classes of measure-valued diffusions: interacting super-Brownian motions and interacting Fleming-Viot processes. Properties of the two superprocesses such as the existence of density fields and the extinction behaviors are also studied.

Full work available at URL: https://arxiv.org/abs/1603.05872

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zbMATH Keywords

stochastic partial differential equationmartingale problemFleming-Viot processpathwise uniquenessinteracting superprocessessuper-Brownian motion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Superprocesses (60J68)

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Cited In (3)

• Comparison methods for a class of function valued stochastic partial differential equations
• Uniqueness problem for SPDEs from population models
• A general continuous-state nonlinear branching process

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