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On the martingale problem for super-Brownian motion. (English) Zbl 1002.60079

Azéma, Jacques (ed.) et al., Séminaire de Probabilités XXXV. Berlin: Springer. Lect. Notes Math. 1755, 195-201 (2001).
A short and elementary proof is given for the uniqueness of the martingale problem of super-Brownian motion. Basic ingredients in the proof are the approximation of super-Brownian motion with branching particle systems and certain (uniform) continuity properties of the log-Laplace functionals of the approximating branching particle systems and of super-Brownian motion.
For the entire collection see [Zbl 0960.00020].
Reviewer: A.Schied (Berlin)

MSC:

60J80 Branching processes (Galton-Watson, birth-and-death, etc.)
60G44 Martingales with continuous parameter
60J60 Diffusion processes
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