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Nonlinear master equation of multitype particle systems

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  • Feng, Shui

Abstract

In this paper we prove the existence and uniqueness of solutions of the nonlinear martingale problems associated with the nonlinear master equations of multitype particle systems. Existence is shown to hold under some weak growth conditions and a finite range condition, while uniqueness is proved under a Lipschitz condition. Uniqueness is also shown to hold under a non-Lipschitz condition and a strong growth condition. The proof of uniqueness involves a coupling argument and the exponential martingale property. The results are then applied to some examples such as the Lotka-Volterra model and the Brusselator.

Suggested Citation

  • Feng, Shui, 1995. "Nonlinear master equation of multitype particle systems," Stochastic Processes and their Applications, Elsevier, vol. 57(2), pages 247-271, June.
    • Handle: RePEc:eee:spapps:v:57:y:1995:i:2:p:247-271
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    References listed on IDEAS

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    1. Feng, S. & Zheng, X., 1992. "Solutions of a class of nonlinear master equations," Stochastic Processes and their Applications, Elsevier, vol. 43(1), pages 65-84, November.
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    Cited by:

    1. Chen, Xiong & Feng, Shui, 1996. "Critical phenomenon of a two component nonlinear stochastic system," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 147-155, October.

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