Explosion phenomena in stochastic coagulation-fragmentation models

• 成果类型: Article
• 署名作者: Wagner, W
• 署名单位: Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/105051605000000386
• 发表日期: 2005
• 页码: 2081-2112
• 关键词: particle-systems; equation; Coalescence; diffusion

摘要

First we establish explosion criteria for jump processes with an arbitrary locally compact separable metric state space. Then these results are applied to two stochastic coagulation-fragmentation models-the direct simulation model and the mass flow model. In the pure coagulation case, there is almost sure explosion in the mass flow model for arbitrary homogeneous coagulation kernels with exponent bigger than 1. In the case of pure multiple fragmentation with a continuous size space, explosion occurs in both models provided the total fragmentation rate grows sufficiently fast at zero. However, an example shows that the explosion properties of both models are not equivalent.