Nonlinear superprocesses

• 成果类型: Article
• 署名作者: Overbeck, L
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1996
• 页码: 743-760
• 关键词: equations

摘要

Nonlinear 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 nonlinear martingale problems under Lipschitz conditions on the-coefficients.