English

Strong uniqueness and large deviation principle for mutually catalytic super Markov chains

Probability 2026-07-12 v1

Abstract

In this paper, we study the strong uniqueness problem for the mutually catalytic super-Markov chain, which is a two-dimensional degenerate stochastic differential equation with H\"older continuous coefficients. The key step is to find a process which is a function of two coupled processes and satisfies an autonomous one-dimensional stochastic differential equation; uniqueness for this equation follows from a Yamada-Watanabe argument. A large deviation principle is then established, in the irreducible two-state case, by applying the weak-convergence approach of Budhiraja, Dupuis and Maroulas to the controlled equations.

Cite

@article{arxiv.2607.10512,
  title  = {Strong uniqueness and large deviation principle for mutually catalytic super Markov chains},
  author = {Jie Xiong and Wen Xu},
  journal= {arXiv preprint arXiv:2607.10512},
  year   = {2026}
}