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

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

3 Citations (Scopus)

Résumé

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.

langue originale	Anglais
Pages (de - à)	130-177
Nombre de pages	48
journal	Journal of Functional Analysis
Volume	215
Numéro de publication	1
Les DOIs	https://doi.org/10.1016/j.jfa.2003.09.001
état	Publié - 1 oct. 2004
Modification externe	Oui

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10.1016/j.jfa.2003.09.001

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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.",

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

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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

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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

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