### The martingale problem for a measure-valued process with heavy diffusing particles

**V. V. Konarovskii**

*Theory of Stochastic Processes*

*Vol.17 (33), no.1, 2011, pp.50-60*

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.