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相关论文: Conditional Log-Laplace Functionals of Immigration…

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A superprocess with dependent spatial motion and interactive immigration is constructed as the pathwise unique solution of a stochastic integral equation carried by a stochastic flow and driven by Poisson processes of one-dimensional…

概率论 · 数学 2011-02-19 Donald A. Dawson , Zenghu Li

A purely atomic immigration superprocess with dependent spatial motion in the space of tempered measures is constructed as the unique strong solution of a stochastic integral equation driven by Poisson processes based on the excursion law…

概率论 · 数学 2008-02-08 Zenghu Li , Jie Xiong

In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…

概率论 · 数学 2022-04-20 Martin Friesen

We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…

概率论 · 数学 2020-06-18 Azam A. Imomov , Abror Kh. Meyliev

A family of continuous-state branching processes with immigration are constructed as the solution flow of a stochastic equation system driven by time-space noises. The family can be regarded as an inhomogeneous increasing path-valued…

概率论 · 数学 2014-01-14 Zenghu Li

We show the existence of superprocesses in a random medium with location dependent branching. Technically, we make use of a duality relation to establish the uniqueness of the martingale problem and to obtain the moment formulas.

概率论 · 数学 2016-03-11 Congzao Dong

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

概率论 · 数学 2008-07-02 Hui He

The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson ran- dom measures. Some criteria for the regularity, recurrence, ergodicity and strong…

概率论 · 数学 2017-01-20 Pei-Sen Li

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

概率论 · 数学 2009-02-12 M. Hairer

A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models. The uniqueness in law of the superprocesses is established using the…

概率论 · 数学 2021-02-05 Lina Ji , Huili Liu , Jie Xiong

Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…

概率论 · 数学 2022-04-22 Viktor Bezborodov , Luca Di Persio

In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…

概率论 · 数学 2012-11-27 Piotr Milos

We give constructions of age-structured branching processes without or with immigration as pathwise unique solutions to stochastic integral equations. A necessary and sufficient condition for the ergodicity of the model with immigration is…

概率论 · 数学 2020-12-15 Lina Ji , Zenghu Li

We prove pathwise nonuniqueness in the stochastic partial differential equations (SPDEs) for some one-dimensional super-Brownian motions with immigration. In contrast to a closely related case investigated by Mueller, Mytnik and Perkins…

概率论 · 数学 2015-12-23 Yu-Ting Chen

We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching…

概率论 · 数学 2011-02-19 Donald A. Dawson , Zenghu Li , Hao Wang

A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…

概率论 · 数学 2025-02-07 Zenghu Li , Junyan Zhang

The asymptotic normality of conditional least squares estimators for the offspring variance in critical branching processes with non-homogeneous immigration is established, under moment assumptions on both reproduction and immigration. The…

统计理论 · 数学 2012-05-07 Ibrahim Rahimov , George P. Yanev

We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term…

概率论 · 数学 2016-09-07 Jie Xiong

A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identified as a pathwise unique strong solution of certain stochastic differential equation with jumps.

概率论 · 数学 2016-07-25 Matyas Barczy , Zenghu Li , Gyula Pap

In this paper we present a martingale related to the exit measures of super-Brownian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is…

概率论 · 数学 2016-11-01 Thomas S. Salisbury , John Verzani
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