Degenerate stochastic differential equations arising from catalytic branching networks
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: where , existence and uniqueness is proved when and are continuous on the positive orthant, is strictly positive, and on . The special case , 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.
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}
}