Degenerate stochastic differential equations for catalytic branching networks

DOI10.1214/08-AIHP186MaRDI QIDQ985339zbMATH OpenOpenAlexFDO

Authors Sandra Kliem

Publication date 21 July 2010

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0802.0035, https://eudml.org/doc/78063

zbMATH Keywords

perturbationsstochastic differential equationssemigroupsdiffusionsmartingale problemdegenerate operatorscatalytic branching networksweighted Hölder norms

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Transition functions, generators and resolvents (60J35)

Abstract: Uniqueness of the martingale problem corresponding to a degenerate SDE which models catalytic branching networks is proven. This work is an extension of a paper by Dawson and Perkins to arbitrary catalytic branching networks. As part of the proof estimates on the corresponding semigroup are found in terms of weighted Holder norms for arbitrary networks, which are proven to be equivalent to the semigroup norm for this generalized setting. ----- On prouve l'unicite d'un probleme de martingale correspondant a une EDS degeneree, qui apparait comme un modele de reseaux avec branchement catalytique. Ce travail est une extension des resultats de Dawson et Perkins au cas de reseaux generaux. On obtient en particulier des estimees pour le semi-groupe des reseaux generaux, sous forme de normes de Holder ponderees; et on etablit l'equivalence de ces normes avec des normes de semi-groupe dans ce contexte general.

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Cited in

(5)

• Long-term behaviour of a cyclic catalytic branching system
• The renormalization transformation for two-type branching models
• Strong uniqueness for a class of singular SDEs for catalytic branching diffusions
• Degenerate stochastic differential equations arising from catalytic branching networks
• On the uniqueness problem for catalytic branching networks and other singular diffusions

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