Degenerate stochastic differential equations for catalytic branching networks
Kliem, Sandra
Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, p. 943-980 / Harvested from Project Euclid
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Uniqueness of the martingale problem corresponding to a degenerate SDE which models catalytic branching networks is proven. This work is an extension of the paper by Dawson and Perkins [Illinois J. Math. 50 (2006) 323–383] to arbitrary catalytic branching networks. As part of the proof estimates on the corresponding semigroup are found in terms of weighted Hölder norms for arbitrary networks, which are proven to be equivalent to the semigroup norm for this generalized setting.
Publié le : 2009-11-15
Classification:  Stochastic differential equations,  Martingale problem,  Degenerate operators,  Catalytic branching networks,  Diffusions,  Semigroups,  Weighted Hölder norms,  Perturbations,  60J60,  60J80,  60J35 
@article{1257529887,
     author = {Kliem, Sandra},
     title = {Degenerate stochastic differential equations for catalytic branching networks},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {45},
     number = {1},
     year = {2009},
     pages = { 943-980},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1257529887}
}

Kliem, Sandra. Degenerate stochastic differential equations for catalytic branching networks. Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, pp.  943-980. http://gdmltest.u-ga.fr/item/1257529887/