Mutually catalytic branching at infinite rate

The purpose of this doctoral thesis is to prove existence for a mutually catalytic random walk with infinite branching rate on countably many sites. The process is defined as a weak limit of an approximating family of processes. An approximating process is constructed by adding jumps to a deterministic migration on an equidistant time grid. As law of jumps we need to choose the invariant probability measure of the mutually catalytic random walk with a finite branching rate in the recurrent regime. This model was introduced by Dawson and Perkins (1998) and this thesis relies heavily on their work. Due to the properties of this invariant distribution, which is in fact the exit distribution of planar Brownian motion from the first quadrant, it is possible to establish a martingale problem for the weak limit of any convergent sequence of approximating processes. We can prove a duality relation for the solution to the mentioned martingale problem, which goes back to Mytnik (1996) in the case of finite rate branching, and this duality gives rise to weak uniqueness for the solution to the martingale problem. Using standard arguments we can show that this solution is in fact a Feller process and it has the strong Markov property. For the case of only one site we prove that the model we have constructed is the limit of finite rate mutually catalytic branching processes as the branching rate approaches infinity. Therefore, it seems naturalto refer to the above model as an infinite rate branching process. However, a result for convergence on infinitely many sites remains open.