Well-posedness of martingale problem for SBM with interacting branching
Probability
2021-04-07 v1
Abstract
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using the pathwise uniqueness of the solution to a corresponding system of SPDEs with proper boundary conditions. The existence of the solution to the martingale problem and the Holder continuity of the density process are also studied.
Keywords
Cite
@article{arxiv.2104.02295,
title = {Well-posedness of martingale problem for SBM with interacting branching},
author = {Lina Ji and Jie Xiong and Xu Yang},
journal= {arXiv preprint arXiv:2104.02295},
year = {2021}
}