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Degenerate stochastic differential equations arising from catalytic branching networks

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Degenerate stochastic differential equations arising from catalytic branching networks
2.	Creator	Author's name, affiliation, country	Richard F. Bass; Department of Mathematics, University of Connecticut
2.	Creator	Author's name, affiliation, country	Edwin A. Perkins; Department of Mathematics, The University of British Columbia
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	stochastic differential equations; perturbations; resolvents; Cotlar's lemma; catalytic branching; martingale problem; degenerate diffusions
3.	Subject	Subject classification	Primary 60H10; Secondary 35R15; 60H30
4.	Description	Abstract	We establish existence and uniqueness for the martingale problem associated with a system of degenerate SDE's representing a catalytic branching network. The drift and branching coefficients are only assumed to be continuous and satisfy some natural non-degeneracy conditions. We assume at most one catalyst per site as is the case for the hypercyclic equation. Here the two-dimensional case with affine drift is required in work of [DGHSS] on mean fields limits of block averages for 2-type branching models on a hierarchical group. The proofs make use of some new methods, including Cotlar's lemma to establish asymptotic orthogonality of the derivatives of an associated semigroup at different times, and a refined integration by parts technique from [DP1].
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	NSERC; NSF
7.	Date	(YYYY-MM-DD)	2008-10-04
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/568
10.	Identifier	Digital Object Identifier	10.1214/EJP.v13-568
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 13
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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