Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion

被引：0
作者：
Zenghu Li
Hao Wang
Jie Xiong
机构：
[1] Beijing Normal University,School of Mathematical Sciences
[2] University of Oregon,Department of Mathematics
[3] University of Tennessee,Department of Mathematics
来源：
Acta Applicandae Mathematica | 2005年 / 88卷
关键词：
branching particle system; superprocess; dependent spatial motion; immigration process; nonlinear SPDE; conditional log-Laplace functional;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：143 / 175
页数：32
相关论文
共 34 条
[1]  
Adlous D.(1978)Stopping times and tightness Ann. Probab. 6 335-340
[2]  
Cho N.(1995)Weak convergence of stochastic integrals driven by martingale measure Stochastic Process. Appl. 59 55-79
[3]  
Crisan D.(2004)Superprocesses in a Brownian environment Proc. Roy. Soc. London Ser. A 460 243-270
[4]  
Dawson D. A.(2003)Construction of immigration superprocesses with dependent spatial motion from one-dimensional excursions Probab. Theory Related Fields 127 37-61
[5]  
Li Z. H.(2001)Superprocesses with dependent spatial motion and general branching densities Elect. J. Probab. 6 1-33
[6]  
Dawson D. A.(2000)Stochastic partial differential equations for a class of measure-valued branching diffusions in a random medium Ann. Inst. H. Poincaré Probab. Statist. 36 167-180
[7]  
Li Z. H.(2004)Measure-valued diffusions and stochastic equations with Poisson process Osaka J. Math. 41 727-744
[8]  
Wang H.(1988)Stochastic partial differential equations for some measure-valued diffusions Probab. Theory Related Fields 79 201-225
[9]  
Dawson D. A.(1999)Particle representations for a class of SPEDs Stochastic Process. Appl. 83 103-126
[10]  
Vaillancourt J.(2002)Skew convolution semigroups and related immigration processes Theory Probab. Appl. 46 274-296
1234