Smoothness of the intensity measure density for interacting branching diffusions with immigrations

Eva Löcherbach

doi:10.1016/j.jfa.2003.09.001

Smoothness of the intensity measure density for interacting branching diffusions with immigrations

Eva Löcherbach

Université de PARIS XII

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

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.

Original language	English
Pages (from-to)	130-177
Number of pages	48
Journal	Journal of Functional Analysis
Volume	215
Issue number	1
DOIs	https://doi.org/10.1016/j.jfa.2003.09.001
Publication status	Published - 1 Oct 2004
Externally published	Yes

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 10 Reduced Inequalities

Keywords

Branching diffusions
Intensity measure
Invariant measure
Malliavin calculus
Resolvent

Access to Document

10.1016/j.jfa.2003.09.001

Cite this

@article{94108690ccad4278ab051e6af4549e97,

title = "Smoothness of the intensity measure density for interacting branching diffusions with immigrations",

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.",

keywords = "Branching diffusions, Intensity measure, Invariant measure, Malliavin calculus, Resolvent",

author = "Eva L{\"o}cherbach",

year = "2004",

month = oct,

day = "1",

doi = "10.1016/j.jfa.2003.09.001",

language = "English",

volume = "215",

pages = "130--177",

journal = "Journal of Functional Analysis",

issn = "0022-1236",

publisher = "Academic Press Inc.",

number = "1",

}

TY - JOUR

T1 - Smoothness of the intensity measure density for interacting branching diffusions with immigrations

AU - Löcherbach, Eva

PY - 2004/10/1

Y1 - 2004/10/1

N2 - 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.

AB - 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.

KW - Branching diffusions

KW - Intensity measure

KW - Invariant measure

KW - Malliavin calculus

KW - Resolvent

UR - https://www.scopus.com/pages/publications/4344678567

U2 - 10.1016/j.jfa.2003.09.001

DO - 10.1016/j.jfa.2003.09.001

M3 - Article

AN - SCOPUS:4344678567

SN - 0022-1236

VL - 215

SP - 130

EP - 177

JO - Journal of Functional Analysis

JF - Journal of Functional Analysis

IS - 1

ER -

Smoothness of the intensity measure density for interacting branching diffusions with immigrations

Abstract

UN SDGs

Keywords

Access to Document

Other files and links

Fingerprint

Cite this