Abstract
The law of super-Brownian motion can be characterized as the solution to a certain martingale problem. We give a new proof of this fact that uses only basic stochastic calculus and some simple facts about weak convergences.
Richard F. Bass: Research partially supported by NSF grant DMS-9700721
Edwin A. Perkins: Research partially supported by a Research Grant from NSERC of Canada
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© 2001 Springer-Verlag Berlin/Heidelberg
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Bass, R.F., Perkins, E.A. (2001). On the martingale problem for super-Brownian motion. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXV. Lecture Notes in Mathematics, vol 1755. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-44671-2_14
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DOI: https://doi.org/10.1007/978-3-540-44671-2_14
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