Ergodic branching diffusions with immigration: properties of invariant occupation measure, identification of particles under high-frequency observation, and estimation of the diffusion coefficient at nonparametric rates

Matthias Hammer, Reinhard Höpfner, Tobias Berg

In branching diffusions with immigration (BDI), particles travel on independent diffusion paths in ${\mathbb{R}}^d$, branch at position-dependent rates and leave offspring -- randoml…