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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2011 Volume 17(33), Issue 1, Pages 50–60 (Mi thsp40)

This article is cited 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

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.

MSC: 60K35

Language: English



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