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

Zenghu Li·Hao Wang·Jie Xiong
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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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Zenghu Li, Hao Wang, Jie Xiong. 2006-06-24. Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion. https://arxiv.org/abs/math/0606622

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