A martingale transformation for superprocesses (Q426690)
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English | A martingale transformation for superprocesses |
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A martingale transformation for superprocesses (English)
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11 June 2012
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This note deals with a new martingale transformation for superprocesses with general branching mechanisms (including discontinuous processes and processes with non-local branchings). It consists of three sections. In the first one, the authors start by defining superprocesses and the branching mechanism. Then, they present the main result which is a Girsanov-type theorem for these superprocesses, followed by a criterion for global extinction. In Section 2, they give an example, and they finish with Section 3 which is devoted to the proofs, based on a lemma by [\textit{Z. Li}, Measure-valued branching Markov processes. Berlin: Springer (2011; Zbl 1235.60003)].
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superprocess
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general branching mechanism
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martingale transformation
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Girsanov transformation
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extinction probability
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