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arXiv · 2104.02295

Well-posedness of martingale problem for SBM with interacting 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 Holder continuity of the density process are also studied.

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Lina Ji, Jie Xiong, Xu Yang. 2021-04-06. Well-posedness of martingale problem for SBM with interacting branching. https://arxiv.org/abs/2104.02295

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