Lina Ji, Jie Xiong, Xu Yang
Published 2021-04-06Version 1
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.
Well-posedness of the martingale problem for super-Brownian motion with interactive branching
Duality and the well-posedness of a martingale problem
Well-posedness of the martingale problem for non-local perturbations of Lévy-type generators
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