Measure-valued diffusions and stochastic equations with Poisson process

MaRDI QIDQ1763049zbMATH OpenFDO

Authors Zongfei Fu, Zenghu Li

Publication date 18 February 2005

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Poisson random measuresuperprocessinteractive immigrationmeasure-valued excursions

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited in

(11)

• Sample paths of continuous-state branching processes with dependent immigration
• Derivative formulae for stochastic differential equations driven by Poisson random measures
• On Measure-Valued Processes Generated by Differential Equations
• Measure-valued continuous curves and processes in total variation norm
• Well-posedness of the martingale problem for super-Brownian motion with interactive branching
• The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures
• Construction of immigration superprocesses with dependent spatial motion from one-di\-men\-sion\-al excursions
• Local extinction in continuous-state branching processes with immigration
• Conditional log-Laplace functionals of immigration superprocesses with dependent spatial mo\-tion
• The Kakutani–Hellinger affinity of processes of Itô processes driven by Poisson random measures
• Branching processes with immigration and related topics

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