Measure-Valued Diffusions and Stochastic Equations with Poisson Process

A class of measure-valued branching diffusions with interactive immigration is constructed by solving a stochastic integral equation with Poisson process based on a system of excursion laws of a Dawson-Watanabe superprocess, extending the results of Pitman and Yor (1982) and Shiga (1990)

MoreLess

Year of publication:	2018
Authors:	Fu, Zongfei
Other Persons:	Li, Zenghu (contributor)
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| Innovationsdiffusion \| Innovation diffusion \| Analysis \| Mathematical analysis

More details
Report error

Extent:	1 Online-Ressource (15 p)
Series:	Mathematics Preprint Archive ; Vol. 2002, Issue 5, pp 242-256
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2002 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012925447