Degenerate stochastic differential equations and super-Markov chains

Athreya, S. R. ; Barlow, M. T. ; Bass, R. F. ; Perkins, E. A. (2002) Degenerate stochastic differential equations and super-Markov chains Probability Theory and Related Fields, 123 (4). pp. 484-520. ISSN 0178-8051

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Official URL: http://link.springer.com/article/10.1007/s00440010...

Related URL: http://dx.doi.org/10.1007/s004400100191

Abstract

We consider diffusions corresponding to the generator for continuous with yi nonnegative. We show uniqueness for the corresponding martingale problem under certain non-degeneracy conditions on bi, yi and present a counter-example when these conditions are not satisfied. As a special case, we establish uniqueness in law for some classes of super-Markov chains with state dependent branching rates and spatial motions.

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ID Code:100469
Deposited On:12 Feb 2018 12:17
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