Abstract.
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 excursions.
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Supported by an NSERC Research Grant and a Max Planck Award.
Supported by the NSFC (No. 10121101 and No. 10131040).
Mathematics Subject Classification (2000): Primary 60J80; Secondary 60G57 60H20
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Dawson, D., Li, Z. Construction of immigration superprocesses with dependent spatial motion from one-dimensional excursions. Probab. Theory Relat. Fields 127, 37–61 (2003). https://doi.org/10.1007/s00440-003-0278-y
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DOI: https://doi.org/10.1007/s00440-003-0278-y