Measure changes with extinction (Q1012118): Difference between revisions

The authors prove that the inverse of the density of a change of probability measure is only a supermartingale (and not a martingale, as some earlier papers claim...)

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author

Simon C. Harris

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Measure change in multitype branching

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Local extinction versus local exponential growth for spatial branching processes.

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A Spine Approach to Branching Diffusions with Applications to L p -Convergence of Martingales

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On weighted branching processes in random environment.

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Q5284193

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Probability with Martingales

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Identifiers

zbMATH Open document ID

1163.60309

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Mathematics Subject Classification ID

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10.1016/J.SPL.2008.12.025

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Sitelinks

Mathematics(1 entry)

mardi Publication:1012118

@@ Property / DOI @@
-.1016/j.spl.2008.12.025
@@ Property / DOI: 10.1016/j.spl.2008.12.025 / rank @@
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@@ Property / author @@
-Simon C. Harris
@@ Property / author: Simon C. Harris / rank @@
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@@ Property / author @@
-Matthew I. Roberts
@@ Property / author: Matthew I. Roberts / rank @@
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@@ Property / reviewed by @@
-Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
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@@ Property / author @@
+Simon C. Harris
@@ Property / author: Simon C. Harris / rank @@
+Normal rank
@@ Property / author @@
+Matthew I. Roberts
@@ Property / author: Matthew I. Roberts / rank @@
+Normal rank
@@ Property / reviewed by @@
+Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2003844195
@@ Property / OpenAlex ID: W2003844195 / rank @@
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@@ Property / arXiv ID @@
+.1696
@@ Property / arXiv ID: 0811.1696 / rank @@
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@@ Property / cites work @@
+Measure change in multitype branching
@@ Property / cites work: Measure change in multitype branching / rank @@
+Normal rank
@@ Property / cites work @@
+Local extinction versus local exponential growth for spatial branching processes.
+Normal rank
@@ Property / cites work @@
+A Spine Approach to Branching Diffusions with Applications to L p -Convergence of Martingales
+Normal rank
@@ Property / cites work @@
+On weighted branching processes in random environment.
+Normal rank
@@ Property / cites work @@
+Q5284193
@@ Property / cites work: Q5284193 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2008.12.025
@@ Property / DOI: 10.1016/J.SPL.2008.12.025 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1012118