Martingales and rates of presence in homogeneous fragmentations

DOI10.1016/j.spa.2010.09.005zbMath1209.60050arXiv0904.1167OpenAlexW2021281416MaRDI QIDQ617915

Alain Rouault, Nathalie Krell

Publication date: 14 January 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.1167

zbMATH Keywords

martingalesfragmentationLévy processprobability tilting

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Applications of branching processes (60J85) Exchangeability for stochastic processes (60G09)

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