Keywords:
Forschungsbericht
Description / Table of Contents:
A non-critical branching immigration superprocess with dependent spatial motion is constructed and characterized as the solution of a stochastic equation driven by a time-space white noise and an orthogonal martingale measure. A representation of its conditional log-Laplace functionals is established, which gives the uniqueness of the solution and hence its Markov property. Some properties of the superprocess including an ergodic theorem are also obtained.
Type of Medium:
Online Resource
Pages:
1 Online-Ressource (29 Seiten, 353,36 KB)
Series Statement:
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. no. 900
URL:
http://webdoc.sub.gwdg.de/ebook/serien/e/wias/2004/2004/wias_preprints_900.pdf
URL:
https://edocs.tib.eu/files/e01fn21/504280015.pdf
DDC:
510
Language:
English
Note:
Literaturverzeichnis: Seite 26-27
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