The martingale problem for a measure-valued process with heavy diffusing particles
Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 50-60.

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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.
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V. V. Konarovskii. The martingale problem for a measure-valued process with heavy diffusing particles. Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 50-60. http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a5/

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