A distribution-function-valued SPDE and its applications
Probability
2016-10-10 v2
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.
Cite
@article{arxiv.1603.05872,
title = {A distribution-function-valued SPDE and its applications},
author = {Li Wang and Xu Yang and Xiaowen Zhou},
journal= {arXiv preprint arXiv:1603.05872},
year = {2016}
}