Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion
Probability
2011-02-19 v1
Abstract
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.
Keywords
Cite
@article{arxiv.math/0606622,
title = {Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion},
author = {Zenghu Li and Hao Wang and Jie Xiong},
journal= {arXiv preprint arXiv:math/0606622},
year = {2011}
}