Non-linear superprocesses
Report Number
429
Citation
Annals of Probability 25, pages 855-900 (1997)
Abstract
Non-linear 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 non-linear martingale problems under Lipschitz conditions on the coefficients.
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