Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. (Martingale properties, explosions and Levy-Khinchine representation of measure valued branching processes) (Q1177210)

Let \(M(E)\) be a space of finite measures on a metric compact, endowed with the topology of weak convergence, \(B(E)\) be a space of measurable bounded functions on \(E\), \(B^ +(E)=\{f: f\in B(E),\quad \exists c>0, f\geq c\}\). It is considered a class of branching \(M(E)\)-valued Markov processes \((\Omega,{\mathcal F}_ t,X_ t,\zeta,P_ m)\) such that \[ Ep_ m[\mathbf{1}_{\{t<\zeta\}}e^{-\langle X_ t,f\rangle}]=e^{- \langle m,U_ tf\rangle}, t\geq 0,\quad m\in M(E), f\in B^ +(E), \] where the cumulant semigroup \(U_ t\), \(t\geq 0\), satisfies \(U_ tB^ +(E)\subseteq B^ +(E)\), \(t\geq 0\), and \[ U_ tf(x)=S_ tf(x)+\int^ t_ 0S_{t-s}R(\cdot,U_ s f(\cdot))(x)ds,\quad U_ 0f=f,\quad f\in B^ +(E), \] \(S_ t\) is a semigroup related to the right process on \(E\) and \[ R(x,z)=a(x)+b(x)z-{1\over 2}c(x)z^ 2-\int_{]0,\infty[}(e^{- \lambda z}-1+z\lambda\mathbf{1}_{\{0<\lambda\leq 1\}}\nu(x,d\lambda), x,z\in R_ +, \] satisfying the slight regularity assumptions. It is obtained the martingale characterization of \(X\) as a measure-valued semimartingale with the possible explosion and given local characteristics. A Girsanov type theorem is proved. It is also derived a Lévy-Khinchine representation formula for the Laplace transform of the probability law, corresponding to \(X\) on the Skorokhod space, and the related Lévy measure is characterized in terms of entrance law.