Continuous Local Time of a Purely Atomic Immigration Superprocess with Dependent Spatial Motion

Continuous local time of a purely atomic immigration superprocess with dependent spatial motion

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 of a Feller branching diffusion, which generalizes the work of Dawson and Li [3]. As an application of the stochastic equation, it is proved that the superpro...

dlw2 (2003/04/06) A degenerate stochastic partial differential equation for the purely atomic superprocess with dependent spatial motion

A purely atomic superprocess with dependent spatial motion is characterized as the pathwise unique solution of a stochastic partial differential equation, which is driven by a time-space white noise defining the spatial motion and a sequence of independent Brownian motions defining the branching mechanism. AMS Subject Classifications: Primary 60J80, 60G57; Secondary 60J35

Immigration Superprocesses with Dependent Spatial Motion and Non-critical Branching

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

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

Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion Zenghu Li a1, Hao Wang b2 and Jie Xiong c3 a School of Mathematical Sciences, Beijing Normal University, Beijing 100875, P.R. China E-mail: [email protected] b Department of Mathematics, University of Oregon, Eugene OR 97403-1222, U.S.A. E-mail: [email protected] c Department of Mathem...