English

Degenerate stochastic differential equations arising from catalytic branching networks

Probability 2008-01-22 v1

Abstract

We establish existence and uniqueness for the martingale problem associated with a system of degenerate SDE's representing a catalytic branching network. For example, in the hypercyclic case: dXt(i)=bi(Xt)dt+2γi(Xt)Xt(i+1)Xt(i)dBti,Xt(i)0,i=1,...,d,dX_{t}^{(i)}=b_i(X_t)dt+\sqrt{2\gamma_{i}(X_{t}) X_{t}^{(i+1)}X_{t}^{(i)}}dB_{t}^{i}, X_t^{(i)}\ge 0, i=1,..., d, where X(d+1)X(1)X^{(d+1)}\equiv X^{(1)}, existence and uniqueness is proved when γ\gamma and bb are continuous on the positive orthant, γ\gamma is strictly positive, and bi>0b_i>0 on {xi=0}\{x_i=0\}. The special case d=2d=2, bi=θixib_i=\theta_i-x_i is required in work of Dawson-Greven-den Hollander-Sun-Swart on mean fields limits of block averages for 2-type branching models on a hierarchical group. The proofs make use of some new methods, including Cotlar's lemma to establish asymptotic orthogonality of the derivatives of an associated semigroup at different times,and a refined integration by parts technique from Dawson-Perkins]. As a by-product of the proof we obtain the strong Feller property of the associated resolvent.

Keywords

Cite

@article{arxiv.0801.3257,
  title  = {Degenerate stochastic differential equations arising from catalytic branching networks},
  author = {Richard F. Bass and Edwin A. Perkins},
  journal= {arXiv preprint arXiv:0801.3257},
  year   = {2008}
}
R2 v1 2026-06-21T10:05:00.847Z