Well-posedness of the martingale problem for super-Brownian motion with interactive branching
Probability
2023-07-04 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 local H\"{o}lder continuity of the density process are also studied.
Keywords
Cite
@article{arxiv.2303.05832,
title = {Well-posedness of the martingale problem for super-Brownian motion with interactive branching},
author = {Lina Ji and Jie Xiong and Xu Yang},
journal= {arXiv preprint arXiv:2303.05832},
year = {2023}
}