On the martingale problem for interactive measure-valued branching diffusions
著者
書誌事項
On the martingale problem for interactive measure-valued branching diffusions
（Memoirs of the American Mathematical Society, no. 549）
American Mathematical Society, 1995
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注記
"May 1995, volume 115, number 549, (first of 5 numbers)."--T.p
Includes bibliographical references (p. 88-89)
内容説明・目次
内容説明
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.
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