The Transition Function of a Measure-Valued Branching Diffusion with Immigration

S. N. Ethier and R. C. Griffiths
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S. N. Ethier: University of Utah, Department of Mathematics
R. C. Griffiths: University of Utah, Department of Mathematics

A chapter in Stochastic Processes, 1993, pp 71-79 from Springer

Abstract: Abstract Let S be a compact metric space, let θ ≥ 0, let ν 0 be a Borel probability measure on S, and let λ be real. An explicit formula is found for the transition function of the measure-valued branching diffusion with type space S, immigration intensity θ/2, immigrant-type distribution ν 0 , and criticality parameter λ. If λ > 0, the formula shows that the process is strongly ergodic.

Keywords: Transition Function; Type Space; Borel Probability Measure; Poisson Point Process; Martingale Problem (search for similar items in EconPapers)
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-7909-0_9

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DOI: 10.1007/978-1-4615-7909-0_9

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