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 |
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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. |
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ISSN: | 0021-9002 1475-6072 |
DOI: | 10.2307/3215265 |