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

详细信息	查看全文 | 推荐本文 |

• 作者：Lö ; cherbach ; Eva
• 关键词：60H07 ; 60J60 ; 60J80 ; 58F25 ; Branching diffusions ; Invariant measure ; Intensity measure ; Malliavin calculus ; Resolvent
• 刊名：Journal of Functional Analysis
• 出版年：2004
• 期刊代码：75_00221236
• 类别：mt
• 出版时间：October 1, 2004
• 卷：215
• 期：1
• 页码：130-177
• 文件大小：504 K

摘要

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.