Illinois Journal of Mathematics

Well-posedness of the martingale problem for superprocess with interaction

Leonid Mytnik and Jie Xiong

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We consider the martingale problem for superprocess with interactive immigration mechanism. The uniqueness of the solution to this martingale problem is established using the strong uniqueness of the solution to a corresponding SPDE, which is obtained by an extended version of the Yamada–Watanabe argument.

Article information

Illinois J. Math., Volume 59, Number 2 (2015), 485-497.

Received: 15 August 2015
Revised: 16 October 2015
First available in Project Euclid: 5 May 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60H15: Stochastic partial differential equations [See also 35R60]
Secondary: 60J68: Superprocesses


Mytnik, Leonid; Xiong, Jie. Well-posedness of the martingale problem for superprocess with interaction. Illinois J. Math. 59 (2015), no. 2, 485--497. doi:10.1215/ijm/1462450710.

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