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Theory of Stochastic Processes, 2011, Volume 17(33), Issue 1, Pages 50–60 (Mi thsp40)  
This article is cited in 1 scientific paper (total in 1 paper)

The martingale problem for a measure-valued process with heavy diffusing particles

V. V. Konarovskii

Yuriy Fedkovych Chernivtsi National University, 2, Kotsyubyns'kyi Str., Chernivtsi 58012, Ukraine
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Abstract: 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.
Keywords: Martingale problem, process with heavy diffusing particles, system of interacting particles, generator, Markov process.
Funding agency Grant number
State Fund for Fundamental Researches (Ukraine) F40.1/023
This work was partially supported by the State fund for fundamental researches of Ukraine and the Russian foundation for basic research under project F40.1/023.
Bibliographic databases:
Document Type: Article
MSC: 60K35
Language: English
Citation: V. V. Konarovskii, “The martingale problem for a measure-valued process with heavy diffusing particles”, Theory Stoch. Process., 17(33):1 (2011), 50–60
Citation in format AMSBIB
\Bibitem{Kon11}
\by V.~V.~Konarovskii
\paper The martingale problem for a measure-valued process with heavy diffusing particles
\jour Theory Stoch. Process.
\yr 2011
\vol 17(33)
\issue 1
\pages 50--60
\mathnet{http://mi.mathnet.ru/thsp40}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3076876}
\zmath{https://zbmath.org/?q=an:1249.60195}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Theory of Stochastic Processes
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