Martingale problem for superprocesses with non-classical branching functional
type: Item
instance of: scholarly article
title: Martingale problem for superprocesses with non-classical branching functional
zbMATH Open document ID: 1113.60090
author: Guillaume Leduc
published in: Stochastic Processes and their Applications
publication date: 2006-12-07T00:00:00Z
review text: The author studies: the existence of the full martingale problem for a superprocess with parameters, the uniqueness of the solution of this full martingale problem by using approximations of the superprocess, the connections with the so-called partial martingale problem. The results are then applied to construct superprocesses with interactions, via a Dawson-Girsanov transformation for the binary branching.
reviewed by: Mihai Gradinaru
Mathematics Subject Classification ID: 60J80
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 5078105
zbMATH Keywords: superprocesses
zbMATH Keywords: martingale problem
zbMATH Keywords: branching functional
zbMATH Keywords: Dawson-Girsanov transformation
zbMATH Keywords: superprocess with interactions
MaRDI profile type: Publication
full work available at URL: j.spa.2006.03.005
OpenAlex ID: W2004748174
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DOI: 10.1016/J.SPA.2006.03.005
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description: scientific article; zbMATH DE number 5078105