Uniqueness problem for SPDEs from population models
From MaRDI portal
Publication:2153089
DOI10.1007/s10473-019-0313-4zbMath1499.60230OpenAlexW2952779886MaRDI QIDQ2153089
Publication date: 1 July 2022
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10473-019-0313-4
Fleming-Viot processdistribution functionsuperprocessstochastic partial differential equationbackward doubly stochastic differential equationpath-wise uniqueness
Population dynamics (general) (92D25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Well-posedness of the martingale problem for superprocess with interaction
- Backward doubly stochastic equations with jumps and comparison theorems
- Superprocesses with interaction and immigration
- A distribution-function-valued SPDE and its applications
- New results on pathwise uniqueness for the heat equation with colored noise
- Stochastic equations, flows and measure-valued processes
- Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
- Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
- Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise
- Hölder index at a given point for density states of super-\(\alpha \)-stable motion of index \(1+\beta \)
- Stochastic evolution equations driven by Lévy processes
- On the boundary of the support of super-Brownian motion
- Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
- On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
- Multifractal analysis of superprocesses with stable branching in dimension one
- Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
- Stochastic partial differential equations for some measure-valued diffusions
- One dimensional stochastic partial differential equations and the branching measure diffusion
- Stochastic evolution equations and related measure processes
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- Study of a SPDE driven by a Poisson noise
- Regularity and irregularity of \((1+\beta)\)-stable super-Brownian motion
- Parabolic SPDEs driven by Poisson white noise
- The heat equation with Lévy noise
- Stochastic partial differential equation driven by stable noise
- Nonuniqueness for nonnegative solutions of parabolic stochastic partial differential equations
- Super-Brownian motion as the unique strong solution to an SPDE
- Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
- Strong uniqueness for an SPDE via backward doubly stochastic differential equations
- Stochastic equations of super-Lévy processes with general branching mechanism
- The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation
- Skew convolution semigroups and affine Markov processes
- A limit theorem of branching processes and continuous state branching processes
- On the uniqueness of solutions of stochastic differential equations. II
- Stochastic partial differential equations driven by Lévy space-time white noise
- Regularity and Irregularity of Superprocesses with (1 + β)-stable Branching Mechanism
- Measure-Valued Branching Markov Processes
- Immigration processes associated with branching particle systems
- Three Classes of Nonlinear Stochastic Partial Differential Equations
- Stable branching super-Lévy process as the pathwise unique solution to an SPDE
- Stochastic Partial Differential Equations with Levy Noise
- Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration