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.
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Mathematics Subject Classifications (2000)
60J80, 60G57, 60J35.
Zenghu Li: Supported by the NSFC (No. 10121101 and No. 10131040).
Hao Wang: Supported by the research grant of UO.
Jie Xiong: Research supported partially by NSA and by Alexander von Humboldt Foundation.
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Li, Z., Wang, H. & Xiong, J. Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion. Acta Appl Math 88, 143–175 (2005). https://doi.org/10.1007/s10440-005-6696-3
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DOI: https://doi.org/10.1007/s10440-005-6696-3