2023arXiv (Cornell University)Open access

Well-posedness of the martingale problem for super-Brownian motion with interactive branching

Lina Ji, Jie Xiong, Xu Yang

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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 Hölder continuity of the density process are also studied.

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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 Hölder continuity of the density process are also studied.

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Available 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 Hölder continuity of the density process are also studied.

Key concepts: Martingale (probability theory), Brownian motion, Statistical physics, Branching (polymer chemistry), Mathematics, Mathematical economics, Classical mechanics, Physics

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