中国科技论文在线

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2005年07月12日

【期刊论文】A Degenerate Stochastic Partial Di erential Equation for Superprocesses with Singular Interaction

李增沪， Zenghu Li， Hao Wang， Jie Xiong

Probability Theory and Related Fields 130 (2004), 1: 1-17.，-0001，（）：

-1年11月30日

The scaling limit for a class of interacting superprocesses and the associated singular, degenerate stochastic partial di erential equation (SDSPDE) are investigated. It is proved that the scaling limit is a coalescing, purely-atomic-measurevalued process which is the unique strong solution of a reconstructed, associated SDSPDE.

coalescing Brownian motion， scaling limit， purely atomic superprocess， interaction， stochastic partial dierential equation， strong solution， pathwise uniqueness.，

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2005年07月12日

【期刊论文】Generalized Mehler Semigroups and Catalytic Branching Processes with Immigration1

李增沪， DONALD A. DAWSON， ZENGHU LI， BYRON SCHMULAND and WEI SUN

Potential Analysis 21 (2004), 1: 75-97，-0001，（）：

-1年11月30日

摘要

Skew convolution semigroups play an important role in the study of generalized Mehler semigroups and Ornstein-Uhlenbeck processes. We give a characterization for a general skew convolution semigroup on real separable Hilbert space whose characteristic functional is not necessarily di

generalized Mehler semigroup， skew convolution semigroup， Ornstein-Uhlenbeck process， catalytic branching superprocess， immigration， fluctuation limit.，

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2005年07月12日

【期刊论文】SKEW CONVOLUTION SEMIGROUPS AND RELATED IMMIGRATION PROCESSES 1

李增沪， Zeng-Hu LI

Theory of Probability and its Applications 46 (2002), 274-296.，-0001，（）：

-1年11月30日

摘要

A special type of immigration associated with measure-valued branching processes is formulated by using skew convolution semigroups. We give characterization for a general inhomogeneous skew convolution semigroup in terms of probability entrance laws. The related immigration process is constructed by summing up measure-valued paths in the Kuznetsov process determined by an entrance rule. The behavior of the Kuznetsov process is then studied, which provides insights into trajectory structures of the immigration process. Some well-known results on excessive measures are formulated in terms of stationary immigration processes.

measure-valued branching process， superprocess， immigration process， skew convolution semigroup， entrance law， entrance rule， excessive measure， Kuznetsov measure

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2005年07月12日

【期刊论文】Construction of Immigration Superprocesses with Dependent Spatial Motion from One-Dimensional Excursions

李增沪， DONALD A. DAWSON， ZENGHU LI

Probability Theory and Related Fields 127 (2003), 37-61.，-0001，（）：

-1年11月30日

摘要

A superprocess with dependent spatial motion and interactive immigration is constructed as the pathwise unique solution of a stochastic integral equation carried by a stochastic flow and driven by Poisson processes of one-dimensional excursions.

superprocess， dependent spatial motion， immigration， excursion， stochastic equation， Poisson random measure.，

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2005年07月12日

【期刊论文】Measure-valued Di usions and Stochastic Equations with Poisson Process 1

李增沪， Zongfei FU and Zenghu LI

Osaka Journal of Mathematics 41 (2004), 3: 727-744，-0001，（）：

-1年11月30日

摘要

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