Skeletal stochastic differential equations for continuous-state branching processes

DOI10.1017/JPR.2019.67zbMATH Open1427.60176arXiv1702.03533OpenAlexW2996004516MaRDI QIDQ5205946FDOQ5205946

Authors: Dorottya Fekete, Joaquin Fontbona, A. E. Kyprianou 

Publication date: 17 December 2019

Published in: Journal of Applied Probability (Search for Journal in Brave)

Abstract: It is well understood that a supercritical continuous-state branching process (CSBP) is equal in law to a discrete continuous-time Galton Watson process (the skeleton of prolific individuals) whose edges are dressed in a Poissonian way with immigration which initiates subcritial CSBPs (non-prolific mass). Equally well understood in the setting of CSBPs and super-processes is the notion of a spine or immortal particle dressed in a Poissonian way with immigration which initiates copies of the original CSBP, which emerges when conditioning the process to survive eternally. In this article, we revisit these notions for CSBPs and put them in a common framework using the language of (coupled) SDEs. In this way, we are able to deal simultaneously with all types of CSBPs (supercritical, critical and subcritical) as well as understanding how the backbone representation becomes, in the sense of weak convergence, a spinal decomposition when conditioning on survival. Our principal motivation is to prepare the way to expand the SDE approach to the spatial setting of super-processes, where recent results have increasingly sought the use of skeletal decompositions to transfer results from the branching particle setting to the setting of measure valued processes.

Full work available at URL: https://arxiv.org/abs/1702.03533

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zbMATH Keywords

stochastic differential equationspine decompositioncontinuous-state branching processskeletal decomposition

Mathematics Subject Classification ID

Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Applications of stochastic analysis (to PDEs, etc.) (60H30) Superprocesses (60J68)

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Cited In (7)

• Skeletal stochastic differential equations for superprocesses
• Continuous-state branching processes with spectrally positive migration
• Skeletons of Near-Critical Bienaymé-Galton-Watson Branching Processes
• On SDE associated with continuous-state branching processes conditioned to never be extinct
• Coalescences in continuous-state branching processes
• Totally ordered measured trees and splitting trees with infinite variation. II: Prolific skeleton decomposition
• Continuous time mixed state branching processes and stochastic equations

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