Well-posedness of the martingale problem for superprocess with interaction

Leonid Mytnik, Jie Xiong

Research output: Contribution to journalArticlepeer-review

Abstract

We consider the martingale problem for superprocess with interactive immigration mechanism. The uniqueness of the solution to this martingale problem is established using the strong uniqueness of the solution to a corresponding SPDE, which is obtained by an extended version of the Yamada-Watanabe argument.

Original languageEnglish
Pages (from-to)485-497
Number of pages13
JournalIllinois Journal of Mathematics
Volume59
Issue number2
DOIs
StatePublished - 1 Jun 2015

ASJC Scopus subject areas

  • General Mathematics

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