On the martingale problem for super-brownian motion
Richard F. Bass; Edwin A. Perkins
Séminaire de probabilités de Strasbourg (2001)
- Volume: 35, page 195-201
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topBass, Richard F., and Perkins, Edwin A.. "On the martingale problem for super-brownian motion." Séminaire de probabilités de Strasbourg 35 (2001): 195-201. <http://eudml.org/doc/114060>.
@article{Bass2001,
author = {Bass, Richard F., Perkins, Edwin A.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {super-Brownian motion; martingale problem; branching particle system},
language = {eng},
pages = {195-201},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the martingale problem for super-brownian motion},
url = {http://eudml.org/doc/114060},
volume = {35},
year = {2001},
}
TY - JOUR
AU - Bass, Richard F.
AU - Perkins, Edwin A.
TI - On the martingale problem for super-brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 195
EP - 201
LA - eng
KW - super-Brownian motion; martingale problem; branching particle system
UR - http://eudml.org/doc/114060
ER -
References
top- 1. D.A. Dawson (1993). Measure-valued Markov processes. In: Ecole d'Eté de Saint-Flour XXI - 1991, 1-260. Springer, Berlin. Zbl0799.60080MR1242575
- 2. E.A. Perkins (2000). Dawson-Watanabe Superprocesses and Measure-Valued Diffusions. In: Ecole d'Eté de Saint-Flour XXIX-1999. Springer, Berlin. Zbl1020.60075
- 3. D.W. Stroock and S.R.S. Varadhan (1979). Multidimensional DiffusionProcesses. Springer, Berlin. Zbl0426.60069MR532498
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