Non-linear superprocesses
نویسنده
چکیده
Non-linear 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 non-linear martingale problems under Lipschitz conditions on the coe cients. Mathematics Subject Classi cation (1991): 60G57, 60K35, 60J80.
منابع مشابه
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تاریخ انتشار 1995