Summary
A multiplicative stochastic measure diffusion process is the continuous analogue of an infinite particle branching diffusion process. In this paper the limiting behavior of the critical measure diffusion process is investigated. Conditions are found under which a non-trivial steady state random measure exists and in this case a spatial central limit theorem is established.
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Supported in part by the National Research Council of Canada.
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Dawson, D.A. The critical measure diffusion process. Z. Wahrscheinlichkeitstheorie verw Gebiete 40, 125–145 (1977). https://doi.org/10.1007/BF00532877
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DOI: https://doi.org/10.1007/BF00532877