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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2025 Volume 544, Pages 170–184 (Mi znsl7605)

A limit theorem for a branching Wiener process with a singular branching intensity of a special type

I. A. Ibragimovab, N. V. Smorodinaacb, M. M. Faddeevb

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Saint Petersburg State University
c Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Abstract: We consider a one-dimensional branching Wiener process whose branching rate is a generalized function $-|x|^{-1-\alpha}$, where $\alpha \in(0,\frac{1}{2})$. A semigroup of operators corresponding to this process is constructed and analogs of the direct and inverse Kolmogorov equations are written out. A limit theorem on convergence to an invariant distribution is proved.

Key words and phrases: Branching process, Wiener process, Kolmogorov equation, invariant distribution.

UDC: 519.2

Received: 30.09.2025



© Steklov Math. Inst. of RAS, 2026