Items related to On the Martingale Problem for Interactive Measure-Valued...

On the Martingale Problem for Interactive Measure-Valued Branching Diffusions (Memoirs of the AMS) (Memoirs of the American Mathematical Society) - Softcover

American Mathematical Society

 
9780821803585: On the Martingale Problem for Interactive Measure-Valued Branching Diffusions (Memoirs of the AMS) (Memoirs of the American Mathematical Society)

Synopsis

This book develops stochastic integration with respect to ``Brownian trees'' and its associated stochastic calculus, with the aim of proving pathwise existence and uniqueness in a stochastic equation driven by a historical Brownian motion. Perkins uses these results and a Girsanov-type theorem to prove that the martingale problem for the historical process associated with a wide class of interactive branching measure-valued diffusions (superprocesses) is well-posed. The resulting
measure-valued processes will arise as limits of the empirical measures of branching particle systems in which particles interact through their spatial motions or, to a lesser extent, through their branching rates.

"synopsis" may belong to another edition of this title.