Schlagwort(e):
Forschungsbericht
Beschreibung / Inhaltsverzeichnis:
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.
Materialart:
Online-Ressource
Seiten:
1 Online-Ressource (29 Seiten, 353,36 KB)
Serie:
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
Sprache:
Englisch
Anmerkung:
Literaturverzeichnis: Seite 26-27
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