A martingale transformation for superprocesses

DOI10.1016/J.SPL.2012.03.001MaRDI QIDQ426690zbMATH OpenOpenAlexFDO

Authors Hui He, Nana Luan

Publication date 11 June 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.03.001

zbMATH Keywords

martingale transformationGirsanov transformationextinction probabilitysuperprocessgeneral branching mechanism

Mathematics Subject Classification ID

Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Martingales with continuous parameter (60G44) Superprocesses (60J68)

Recommendations

• Martingale problem for superprocesses with non-classical branching functional
• L Log L Criterion for a Class of Superdiffusions
• scientific article; zbMATH DE number 926389
• A remark on extinction of a class of superprocesses
• Superprocesses and their Linear Additive Functionals

Cites work

• scientific article; zbMATH DE number 1827859 (Why is no real title available?)
• Geostochastic calculus
• Measure-Valued Branching Diffusions with Singular Interactions
• Measure-valued branching Markov processes

Cited in

(3)

• Martingale problem for superprocesses with non-classical branching functional
• \(L \log L\) criterion for a class of multitype superdiffusions with non-local branching mechanisms
• Martingale transforms and Girsanov theorem for long-memory Gaussian processes

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