Well-posedness of the martingale problem for superprocess with interaction

MaRDI QIDQ281500zbMATH OpenFDO

Authors Leonid Mytnik, Jie Xiong

Publication date 11 May 2016

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ijm/1462450710

zbMATH Keywords

backward stochastic differential equationsstochastic partial differential equationmartingale problemsuperprocess

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Superprocesses (60J68)

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Cites work

• An \(\infty\)-dimensional inhomogeneous Langevin's equation
• Construction of immigration superprocesses with dependent spatial motion from one-di\-men\-sion\-al excursions
• Lectures on probability theory and statistics. Ecole d'eté de probabilités de Saint-Flour XXIX - 1999, Saint-Flour, France, July 8--24, 1999
• Martingale problems for conditional distributions of Markov processes
• Measure-valued branching Markov processes
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
• Particle representations for measure-valued population models
• Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
• Super-Brownian motion as the unique strong solution to an SPDE

Cited in

(14)

• Super-Brownian motion as the unique strong solution to an SPDE
• Mutually interacting superprocesses with migration
• Martingale problem for superprocesses with non-classical branching functional
• Uniqueness problem for SPDEs from population models
• Well-posedness of the martingale problem for super-Brownian motion with interactive branching
• On supermartingale problems
• Superprocesses with interaction and immigration
• Long-time behavior for subcritical measure-valued branching processes with immigration
• A distribution-function-valued SPDE and its applications
• scientific article; zbMATH DE number 1619460 (Why is no real title available?)
• scientific article; zbMATH DE number 926389 (Why is no real title available?)
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
• On mean-field super-Brownian motions
• The martingale problem for stochastic differential equations with interaction

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