Super Brownian motion with interactions

Jean François Delmas; Jean Stéphane Dhersin

doi:10.1016/S0304-4149(03)00087-5

Super Brownian motion with interactions

Jean François Delmas, Jean Stéphane Dhersin

Laboratoire de Probabilités et Modèles Aléatoires

Research output: Contribution to journal › Article › peer-review

Abstract

Using an approximating scheme with the Brownian snake, we prove the existence of solution to a martingale problem for super Brownian motion with interactions.

Original language	English
Pages (from-to)	301-325
Number of pages	25
Journal	Stochastic Processes and their Applications
Volume	107
Issue number	2
DOIs	https://doi.org/10.1016/S0304-4149(03)00087-5
Publication status	Published - 1 Oct 2003

Keywords

Brownian snake
Interaction
Martingale problem
Random measure
Super Brownian motion

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10.1016/S0304-4149(03)00087-5

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title = "Super Brownian motion with interactions",

abstract = "Using an approximating scheme with the Brownian snake, we prove the existence of solution to a martingale problem for super Brownian motion with interactions.",

keywords = "Brownian snake, Interaction, Martingale problem, Random measure, Super Brownian motion",

author = "Delmas, \{Jean Fran{\c c}ois\} and Dhersin, \{Jean St{\'e}phane\}",

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AU - Dhersin, Jean Stéphane

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KW - Brownian snake

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KW - Martingale problem

KW - Random measure

KW - Super Brownian motion

UR - https://www.scopus.com/pages/publications/0041927978

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DO - 10.1016/S0304-4149(03)00087-5

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VL - 107

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JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

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ER -

Super Brownian motion with interactions

Abstract

Keywords

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