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2005年07月12日

【期刊论文】Non-di erentiable Skew Convolution Semigroups and Related Ornstein-Uhlenbeck Processes

李增沪， DONALD A. DAWSON， ZENGHU LI

Potential Analysis 20 (2004), 285-302.，-0001，（）：

-1年11月30日

It is proved that a general non-di erentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a di erentiable one on the entrance space of the linear semigroup. A cadl ag strong Markov process on an enlargement of the entrance space is constructed from which we obtain a realization of the corresponding Ornstein-Uhlenbeck process. Some explicit characterizations of the entrance spaces for special linear semigroups are given.

skew convolution semigroup， dierentiable extension， generalized Ornstein-Uhlenbeck process， right continuous realization.，

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2005年07月12日

【期刊论文】A CENTRAL LIMIT THEOREM FOR SUPER-BROWNIAN MOTION WITH SUPER-BROWNIAN IMMIGRATION1

李增沪， Wen-Ming Hong and Zeng-Hu Li

Journal of Applied Probability 36 (1999), 1218-1224.，-0001，（）：

-1年11月30日

摘要

We prove a central limit theorem for the super-Brownian motion with immigration governed by another super-Brownian. The limit theorem leads to Gaussian random fields in dimensions d≥3. For d = 3 the field is spatially uniform; for d≥5 its covariance is given by the potential operator of the underlying Brownian motion; and for d = 4 it involves a mixture of the two kinds of fluctuations.

super-Brownian motion， immigration， random medium， central limit theorem.，

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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.，