1. CJM 1999 (vol 51 pp. 372)
|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, duality