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Search: All articles in the CJM digital archive with keyword Martingale problem

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1. CJM 2005 (vol 57 pp. 204)

Xiong, Jie; Zhou, Xiaowen
 On the Duality between Coalescing Brownian Motions A duality formula is found for coalescing Brownian motions on the real line. It is shown that the joint distribution of a coalescing Brownian motion can be determined by another coalescing Brownian motion running backward. This duality is used to study a measure-valued process arising as the high density limit of the empirical measures of coalescing Brownian motions. Keywords:coalescing Brownian motions, duality, martingale problem,, measure-valued processesCategories:60J65, 60G57

2. CJM 1999 (vol 51 pp. 372)

Mytnik, Leonid
 Uniqueness for a Competing Species Model We show that a martingale problem associated with a competing species model has a unique solution. The proof of uniqueness of the solution for the martingale problem is based on duality technique. It requires the construction of dual probability measures. Keywords:stochastic partial differential equation, Martingale problem, dualityCategories:60H15, 35R60