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Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains


 
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1. Title Title of document Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains
 
2. Creator Author's name, affiliation, country Richard F Bass; University of Connecticut, USA
 
2. Creator Author's name, affiliation, country Edwin A. Perkins; The University of British Columbia
 
3. Subject Discipline(s)
 
3. Subject Keyword(s)
 
4. Description Abstract We prove well-posedness of the martingale problem for an infinite-dimensional degenerate elliptic operator under appropriate Hölder continuity conditions on the coefficients. These martingale problems include large population limits of branching particle systems on a countable state space in which the particle dynamics and branching rates may depend on the entire population in a Hölder fashion. This extends an approach originally used by the authors in finite dimensions.
 
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7. Date (YYYY-MM-DD) 2004-10-06
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/222
 
10. Identifier Digital Object Identifier 10.1214/EJP.v9-222
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 9
 
12. Language English=en
 
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