On the uniqueness problem for catalytic branching networks and other singular diffusions

Dawson, D. A.; Perkins, E. A.

Illinois J. Math., Tome 50 (2006) no. 1-4, p. 323-383 / Harvested from Project Euclid

Résumé

Weak uniqueness is established for the martingale problem associated to a family of catalytic branching networks. This martingale problem corresponds to a stochastic differential equation with a degenerate Hölder continuous diffusion matrix. Our approach uses the semigroup perturbation method of Stroock and Varadhan and a modification of a Banach space of weighted Hölder continuous functions introduced by Bass and Perkins.

Publié le : 2006-05-15
Classification: 60J60, 60J80

@article{1258059478,
     author = {Dawson, D. A. and Perkins, E. A.},
     title = {On the uniqueness problem for catalytic branching networks and other singular diffusions},
     journal = {Illinois J. Math.},
     volume = {50},
     number = {1-4},
     year = {2006},
     pages = { 323-383},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1258059478}
}

Dawson, D. A.; Perkins, E. A. On the uniqueness problem for catalytic branching networks and other singular diffusions. Illinois J. Math., Tome 50 (2006) no. 1-4, pp.  323-383. http://gdmltest.u-ga.fr/item/1258059478/