The martingale problem for a measurevalued process with heavy diffusion particles
Konarovskyi V (2011)
Theory of stochastic processes 17(1): 50-60.
Zeitschriftenaufsatz
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Einrichtung
Abstract / Bemerkung
A mathematical model of the joint motion of diffusing particles with mass, which influences the coefficient of diffusion, is considered. Particles start from some set of points on a line, move independently until the time of collision, and then are stuck, with their masses added. It is shown that the measure-valued process describing the given model is the unique solution of the martingale problem in the introduced space of integer-valued measures.
Erscheinungsjahr
2011
Zeitschriftentitel
Theory of stochastic processes
Band
17
Ausgabe
1
Seite(n)
50-60
ISSN
0321-3900
Page URI
https://pub.uni-bielefeld.de/record/2960268
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Konarovskyi V. The martingale problem for a measurevalued process with heavy diffusion particles. Theory of stochastic processes. 2011;17(1):50-60.
Konarovskyi, V. (2011). The martingale problem for a measurevalued process with heavy diffusion particles. Theory of stochastic processes, 17(1), 50-60.
Konarovskyi, Vitalii. 2011. “The martingale problem for a measurevalued process with heavy diffusion particles”. Theory of stochastic processes 17 (1): 50-60.
Konarovskyi, V. (2011). The martingale problem for a measurevalued process with heavy diffusion particles. Theory of stochastic processes 17, 50-60.
Konarovskyi, V., 2011. The martingale problem for a measurevalued process with heavy diffusion particles. Theory of stochastic processes, 17(1), p 50-60.
V. Konarovskyi, “The martingale problem for a measurevalued process with heavy diffusion particles”, Theory of stochastic processes, vol. 17, 2011, pp. 50-60.
Konarovskyi, V.: The martingale problem for a measurevalued process with heavy diffusion particles. Theory of stochastic processes. 17, 50-60 (2011).
Konarovskyi, Vitalii. “The martingale problem for a measurevalued process with heavy diffusion particles”. Theory of stochastic processes 17.1 (2011): 50-60.
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