Well-posedness of the martingale problem for super-Brownian motion with interactive branching

Lina Ji, Jie Xiong and Xu Yang

Stochastic Processes and their Applications, 2023, vol. 163, issue C, 288-322

Abstract: In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using the pathwise uniqueness of the solution to a corresponding system of SPDEs with proper boundary conditions. The existence of the solution to the martingale problem and the local Hölder continuity of the density process are also studied.

Keywords: Super-Brownian motion; Interacting branching; Function-valued process; Stochastic partial differential equation (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spa.2023.06.006

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