BRANCHING MEASURE-VALUED PROCESSES

Authors
DYNKIN EB KUZNETSOV SE SKOROKHOD AV
Citation
Eb. Dynkin et al., BRANCHING MEASURE-VALUED PROCESSES, Probability theory and related fields, 99(1), 1994, pp. 55-96
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
99
Issue
1
Year of publication
1994
Pages
55 - 96
Database
ISI
SICI code
0178-8051(1994)99:1<55:BMP>2.0.ZU;2-C
Abstract
The objective of this paper is to investigate the structure of a gener al subcritical branching measure-valued process X subject to the usual regularity conditions. We prove that, if the second moments of the to tal mass X(t)(E) are finite, then X is a superprocess and we give an e xplicit expression of the branching characteristics Q and l in terms o f the continuous martingale component of the total mass X(t)(E) and th e Levy measure (jumps compensator) of X.