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.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer-Verlag. |
| ID Code: | 100469 |
| Deposited On: | 12 Feb 2018 12:17 |
| Last Modified: | 12 Feb 2018 12:17 |
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