Solutions of a class of nonlinear master equations

Shuaizhang Feng and X. Zheng

Stochastic Processes and their Applications, 1992, vol. 43, issue 1, 65-84

Abstract: Nonlinear master equations in the case of one kind of particle are discussed from the point of view of solving a martingale problem. We get some conditions from which the existence, uniqueness and ergodicity of solutions follow. These results are then used to discuss the phenomenon of phase transitions of the second Schlögl model.

Keywords: nonlinear; master; equation; pure; jump; Markov; process; martingale; birth-death; process; invariant; measurec (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (5)

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