Birth and death on a Brownian flow: a Feller semigroup and its generator and a martingale problem

We consider a system of particles in birth and death on a stochastic flow. The system includes a particle process tracking the spatial configuration of live particles on the flow. The particle process is a Markov process on the space of bounded counting measures. We show that its transition semigrou...

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Veröffentlicht in:Journal of applied probability 1996-03, Vol.33 (1), p.71-87
1. Verfasser: Phelan, Michael J.
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider a system of particles in birth and death on a stochastic flow. The system includes a particle process tracking the spatial configuration of live particles on the flow. The particle process is a Markov process on the space of bounded counting measures. We show that its transition semigroup is a Feller semigroup and exhibit its pregenerator. The pregenerator defines a martingale problem. We show that the particle process solves the problem uniquely.
ISSN:0021-9002
1475-6072
DOI:10.2307/3215265