Three different kinds of fluctuation limits (high density fluctuation, small branching fluctuation and large scale fluctuation) of the measure-vained immigration diffusion process are studied,which lead to the general...Three different kinds of fluctuation limits (high density fluctuation, small branching fluctuation and large scale fluctuation) of the measure-vained immigration diffusion process are studied,which lead to the generalized Ornstein-Uhlenbeck diffusion defined by a Langevin equation ofthe type of [1]. The fluctuation limit theorems cover all dimension numbers and give physicalinterpretations to the parameters appearing in the equation.展开更多
文摘Three different kinds of fluctuation limits (high density fluctuation, small branching fluctuation and large scale fluctuation) of the measure-vained immigration diffusion process are studied,which lead to the generalized Ornstein-Uhlenbeck diffusion defined by a Langevin equation ofthe type of [1]. The fluctuation limit theorems cover all dimension numbers and give physicalinterpretations to the parameters appearing in the equation.
