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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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【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
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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【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
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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李增沪, DONALD A. DAWSON, ZENGHU LI
Probability Theory and Related Fields 127 (2003), 37-61.,-0001,():
-1年11月30日
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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【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
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