Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions (Q1888356)

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Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions
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    Smoothness of the intensity measure density for interacting branching diffusions with immigra\-tions (English)
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    23 November 2004
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    Consider a sub-critical branching diffusion on \(\mathbb{R}^n\) with constant branching density, a local space-dependent offspring law, and interaction via population-dependent diffusion coefficients. Let there be immigration at a constant rate, the immigrating particle distributed according to some fixed measure. Using Malliavin calculus it is shown that the intensity measure of the invariant measure of the process has a density which is continuous and possesses first order partial derivatives. The density is bounded if the immigration measure is absolutely continuous.
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    branching diffusion
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    branching with immigration
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    invariant measure
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    intensity measure
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    Malliavin calculus
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