Open Access
Summer 2015 Well-posedness of the martingale problem for superprocess with interaction
Leonid Mytnik, Jie Xiong
Illinois J. Math. 59(2): 485-497 (Summer 2015). DOI: 10.1215/ijm/1462450710

Abstract

We consider the martingale problem for superprocess with interactive immigration mechanism. The uniqueness of the solution to this martingale problem is established using the strong uniqueness of the solution to a corresponding SPDE, which is obtained by an extended version of the Yamada–Watanabe argument.

Citation

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Leonid Mytnik. Jie Xiong. "Well-posedness of the martingale problem for superprocess with interaction." Illinois J. Math. 59 (2) 485 - 497, Summer 2015. https://doi.org/10.1215/ijm/1462450710

Information

Received: 15 August 2015; Revised: 16 October 2015; Published: Summer 2015
First available in Project Euclid: 5 May 2016

zbMATH: 1342.60062
MathSciNet: MR3499521
Digital Object Identifier: 10.1215/ijm/1462450710

Subjects:
Primary: 60H15
Secondary: 60J68

Rights: Copyright © 2015 University of Illinois at Urbana-Champaign

Vol.59 • No. 2 • Summer 2015
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