Modern Stochastics: Theory and Applications

The aim of this work is to establish essential properties of spatial birth-and-death processes with general birth and death rates on ${\mathbb{R}^{\mathrm{d}}}$. Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the integral of the birth rate over ${\mathbb{R}^{\mathrm{d}}}$ grows not faster than linearly with the number of particles of the system. Martingale properties of the constructed process provide a rigorous connection to the heuristic generator.