Smoothness of the intensity measure density for interacting branching diffusions with immigrations |
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| Authors: | Eva Löcherbach |
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| Institution: | Centre de Mathématiques Appliquées, EA 2343, Université Paris XII-Val de Marne, UFR Sciences et Technologie, 61 avenue du Général de Gaulle, 94010 Créteil Cedex, France |
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| Abstract: | We consider the invariant measure for finite systems of interacting branching diffusions with immigrations. We use Malliavin calculus in order to show that the intensity measure of the invariant measure admits a density which is continuous, one times partially differentiable and bounded provided the immigration measure is absolute continuous. |
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| Keywords: | 60H07 60J60 60J80 58F25 |
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