A martingale transformation for superprocesses

DOI10.1016/J.SPL.2012.03.001zbMATH Open1251.60063OpenAlexW2005861759MaRDI QIDQ426690FDOQ426690

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

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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)

Cites Work

• Measure-valued branching Markov processes
• Title not available (Why is that?)
• Geostochastic calculus
• Measure-Valued Branching Diffusions with Singular Interactions

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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