an:01453270
Zbl 0973.60077
Dawson, D. A.; Vaillancourt, J.; Wang, H.
Stochastic partial differential equations for a class of interacting measure-valued diffusions
EN
Ann. Inst. Henri Poincar??, Probab. Stat. 36, No. 2, 167-180 (2000).
00064343
2000
j
60H15 60J60 60G57
stochastic partial differential equation; measure-valued processes; cylindrical Brownian motion
There are investigated interacting branching measure-valued diffusions (IBMDs), which are solutions to the well-posed martingale problem. A new class of stochastic partial differential equations (based on two orthogonal \({\mathcal S}'(R)\)-valued cylindrical Brownian motions) for the density process associated with such IBMDs (when these densities exist) is introduced.
J.Jakubowski (Warszawa)