Spectral properties for a class of continuous state branching processes with immigration |
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Authors: | Wilhelm Stannat |
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Institution: | Fakultät für Mathematik, Universität Bielefeld, Postfach 100131, 33501 Bielefeld, Germany |
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Abstract: | We explicitly construct nontrivial invariant probability measures for a class of continuous state branching processes with immigration. The class of these measures include random Gamma measures and path space measures of Lévy subordinators as particular examples. Using the explicit construction we study long-time behaviour and hypercontractivity of the transition semigroups in corresponding L2-spaces. |
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