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- Publisher
- Springer Journals
- Copyright
- Copyright © 2005 by Springer
- Subject
- Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Complex Systems; Classical Mechanics
- ISSN
- 0167-8019
- eISSN
- 1572-9036
- DOI
- 10.1007/s10440-005-6696-3
- Publisher site
- See Article on Publisher Site
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.
Journal
Acta Applicandae Mathematicae – Springer Journals
Published: Apr 29, 2005