Branching measure-valued processes

DOI10.1007/BF01199590MaRDI QIDQ1332563zbMATH OpenOpenAlexFDO

Authors E. B. Dynkin, S. E. Kuznetsov, Anatolii V. Skorokhod

Publication date 13 October 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01199590

additive functional branching particle systems branching processes Lévy measure measure-valued processes

Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

The studied object is a general subcritical branching measure-valued process \(X_ t\), that is, a time-inhomogeneous Markov process whose state space consists of finite measures on a Luzin space which satisfies the branching property \[ \log P_{r, \mu} e^{-\langle f, \mu \rangle} = \int \mu (dx) \log P_{r, \delta_ x} e^{-\langle f, \mu \rangle} \] and in addition satisfies certain standard regularity conditions including right continuity and quasi-left continuity, and bounded first- and second-moment conditions. The main result of the paper is that if \[ P_{r, \mu} \langle f, X_ t \rangle = \Pi_{r, \mu} f(\xi_ f), \] where \(\Pi_{r, \mu}\) is the law of a Markov process (with possible finite death time) in \(E\), then such a process can be represented as superprocess with branching characteristics \((Q, l)\) where the continuous branching characteristic \(Q\) is a continuous natural additive functional and the discontinuous branching characteristic \(l (ds, d \nu)\) is such that \(\int l (A,d \nu) \nu (B)\) is dominated by the Lévy measure \(N_ \xi (ds, dy)\) of the process \(\xi\). \(Q\) and \(l\) are obtained in terms of the continuous martingale component of the total mass process \(X_ t (E)\) and the Lévy measure (jumps compensator) of \(X\), respectively. The characteristics \((Q,l)\) are related to the additive functional \(K\) and one parameter family of operators, \(\psi^ s\) in \(p {\mathcal B}\), which were formulated in previous papers of Dynkin. Existence of superprocesses under conditions on \(K\) and \(\psi^ s\) was established by Dynkin.

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