Branching processes in Levy processes: Laplace functionals of snakes and superprocesses

Citation
Jf. Le Gall et Y. Le Jan, Branching processes in Levy processes: Laplace functionals of snakes and superprocesses, ANN PROBAB, 26(4), 1998, pp. 1407-1432
Citations number
16
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
26
Issue
4
Year of publication
1998
Pages
1407 - 1432
Database
ISI
SICI code
0091-1798(199810)26:4<1407:BPILPL>2.0.ZU;2-#
Abstract
We use the exploration process introduced in a previous work to develop a n ew construction of superprocesses with a general branching mechanism. This construction depends on a path-valued process called the Levy snake, which is of independent interest. Our method of proof involves a calculation of t he Laplace functional of the occupation field of the Levy snake. This calcu lation relies on an evaluation of the corresponding moment functionals, whi ch requires precise information about the underlying genealogical structure .