Measure changes with extinction (Q1012118): Difference between revisions
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| Property / cites work: Measure change in multitype branching / rank | |||
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| Property / cites work: Local extinction versus local exponential growth for spatial branching processes. / rank | |||
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| Property / cites work: A Spine Approach to Branching Diffusions with Applications to L p -Convergence of Martingales / rank | |||
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| Property / cites work: On weighted branching processes in random environment. / rank | |||
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| Property / cites work: Q5284193 / rank | |||
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| Property / cites work: Probability with Martingales / rank | |||
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Revision as of 11:08, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measure changes with extinction |
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Measure changes with extinction (English)
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14 April 2009
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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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