| MEASURE-VALUED IMMIGRATION DIFFUSIONS AND GENERALIZED ORNSTEIN-UHLENBECK DIFFUSIONS |
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| 作者姓名： | 李增沪 |
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| 作者单位： | Department of Mathematics，Beijing Normal University，Beijing 100875，China |
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| 摘 要： | 1.IntroductionLetAbeaboundedlinearoperatoronS(R')whichadmitsanon-positivedefiniteself-adjoillteXtensiononL'(R').AssumethatAgeneratesastronglycontinuoussellilgroupicofboundedlinearoperatorsonS(R').LetBbeaboundedlinearoperatoron).aamtheresultsofl],wek...
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| 收稿时间： | 4 May 1997 |
Measure-valued immigration diffusions and generalized ornstein-uhlenbeck diffusions |
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| Li Zenghu.MEASURE-VALUED IMMIGRATION DIFFUSIONS AND GENERALIZED ORNSTEIN-UHLENBECK DIFFUSIONS[J].Acta Mathematicae Applicatae Sinica,1999,15(3):310-320. |
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| Authors: | Li Zenghu |
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| Institution: | (1) Department of Mathematics, Beijing Normal University, 100875 Beijing, China |
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| Abstract: | Three different kinds of fluctuation limits (high density fluctuation, small branching fluctuation and large scale fluctuation) of the measure-vained immigration diffusion process are studied,which lead to the generalized Ornstein-Uhlenbeck diffusion defined by a Langevin equation ofthe type of 1]. The fluctuation limit theorems cover all dimension numbers and give physicalinterpretations to the parameters appearing in the equation. |
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| Keywords: | Langevin equation Ornstein-Uhlenbeck diffusion measure-valued diffusion branching immigration fluctuation limit |
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