## The Annals of Probability

### A pure jump Markov process associated with Smoluchowski's coagulation equation

#### Abstract

The aim of the present paper is to construct a stochastic process, whose law is the solution of the Smoluchowski's coagulation equation. We introduce first a modified equation, dealing with the evolution of the distribution $Q_t(dx)$ of the mass in the system. The advantage we take on this is that we can perform an unified study for both continuous and discrete models.

The integro-partial-differential equation satisfied by $\{Q_t\}_{t\geq 0}$ can be interpreted as the evolution equation of the time marginals of a Markov pure jump process. At this end we introduce a nonlinear Poisson driven stochastic differential equation related to the Smoluchowski equation in the following way: if $X_t$ satisfies this stochastic equation, then the law of $X_t$ satisfies the modified Smoluchowski equation. The nonlinear process is richer than the Smoluchowski equation, since it provides historical information on the particles.

Existence, uniqueness and pathwise behavior for the solution of this SDE are studied. Finally, we prove that the nonlinear process X can be obtained as the limit of a Marcus-Lushnikov procedure.

#### Article information

Source
Ann. Probab., Volume 30, Number 4 (2002), 1763-1796.

Dates
First available in Project Euclid: 10 December 2002

https://projecteuclid.org/euclid.aop/1039548371

Digital Object Identifier
doi:10.1214/aop/1039548371

Mathematical Reviews number (MathSciNet)
MR1944005

Zentralblatt MATH identifier
1018.60067

#### Citation

Deaconu, Madalina; Fournier, Nicolas; Tanré, Etienne. A pure jump Markov process associated with Smoluchowski's coagulation equation. Ann. Probab. 30 (2002), no. 4, 1763--1796. doi:10.1214/aop/1039548371. https://projecteuclid.org/euclid.aop/1039548371

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• CAMPUS SCIENTIFIQUE, BP 239 54506 VANDOEUVRE-LÈS-NANCY CEDEX FRANCE E-MAIL: mdeaconu@loria.fr N. FOURNIER E. TANRÉ IECN
• CAMPUS SCIENTIFIQUE, BP 239 54506 VANDOEUVRE-LÈS-NANCY CEDEX FRANCE E-MAIL: fournier@iecn.u-nancy.fr tanre@iecn.u-nancy.fr