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I found a solution:

there are many cases where the problem markers disappear. It is due to the clearMarkers() action in SimulateBuilder.java.

Indeed I don't know what this clear action was for, but I think that it is useless and when I commented the line, problem markers didn't disappear anymore !

Another suggestion : add an org.eclipse.core.resource.markers extension in plugin.xml, defining a persistent (with the "true" value) and a super (with the type "org.eclipse.core.resources.problemmarker").
Give the extension a name and an ID like "VEditorMarkers".
Then replace the MARKER_TYPE value by "net.sourceforge.veditor.HDLEditorMarkers" in net/sourceforge/veditor/VerilogPlugin.java, and also in net/sourceforge/veditor/builder/ErrorParser/reportMissingFile() on the line : "IMarker marker=project.createMarker("net.sourceforge.veditor.HDLEditorMarkers");"
In this way, if somebody want to add its own markers, VEditor will only clear its markers and no more all the "problem markers".