Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains

Abstract

We prove well-posedness of the martingale problem for an infinite-dimensional degenerate elliptic operator under appropriate Hölder continuity conditions on the coefficients. These martingale problems include large population limits of branching particle systems on a countable state space in which the particle dynamics and branching rates may depend on the entire population in a Hölder fashion. This extends an approach originally used by the authors in finite dimensions.