Nonlinear superprocesses
Overbeck, L.
Ann. Probab., Tome 24 (1996) no. 2, p. 743-760 / Harvested from Project Euclid
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Nonlinear martingale problems in the McKean-Vlasov sense for superprocesses are studied. The stochastic calculus on historical trees is used in order to show that there is a unique solution of the nonlinear martingale problems under Lipschitz conditions on the coefficients.
Publié le : 1996-04-14
Classification:  Nonlinear martingale problems,  McKean-Vlasov processes,  branching measure-valued diffusions,  superprocesses,  60G57,  60K35,  60J80 
@article{1039639360,
     author = {Overbeck, L.},
     title = {Nonlinear superprocesses},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 743-760},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1039639360}
}

Overbeck, L. Nonlinear superprocesses. Ann. Probab., Tome 24 (1996) no. 2, pp.  743-760. http://gdmltest.u-ga.fr/item/1039639360/