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【期刊论文】SKEW CONVOLUTION SEMIGROUPS AND AFFINE MARKOV PROCESSES
李增沪, D. A. Dawson and Zenghu Li
The Annals of Probability (submitted on September 24, 2004),-0001,():
-1年11月30日
A general affne Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some su
Skew convolution semigroup, affne process, continuous state branching process, catalytic branching process, immigration, Ornstein-Uhlenbeck process, stochastic integral equation, Poisson random measure.,
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【期刊论文】CONVOLUTION SEMIGROUPS ASSOCIATED WITH MEASURE-VALUED BRANCHING PROCESSES
李增沪, LI Zeng-hu
Chinese Science Bulletin (English Edition) 41 (1996), 276-280.,-0001,():
-1年11月30日
Measure-valued branching process, entrance law, convolution semigroup.,
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【期刊论文】INTEGRAL REPRESENTATIONS OF CONTINUOUS FUNCTIONS1
李增沪, LI Zeng-hu,
Chinese Science Bulletin (English Edition) 36 (1991), 979-983.,-0001,():
-1年11月30日
continuous function, integral representation, superprocess.,
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【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
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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【期刊论文】MEASURE-VALUED BRANCHING DIFFUSIONS: IMMIGRATIONS, EXCURSIONS AND LIMIT THEOREMS
李增沪, Zenghu LI and Tokuzo SHIGA
Journal of Mathematics of Kyoto University 35 (1995), 233-274.,-0001,():
-1年11月30日
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