L log L criterion for a class of multitype superdiffusions with non-local branching mechanisms

被引:0
|
作者
Zhen-Qing Chen
Yan-Xia Ren
Renming Song
机构
[1] University of Washington,Department of Mathematics
[2] Peking University,LMAM, School of Mathematical Sciences & Center for Statistical Science
[3] University of Illinois,Department of Mathematics
来源
Science China Mathematics | 2019年 / 62卷
关键词
multitype superdiffusion; non-local branching mechanism; switched diffusion; spine decomposition; martingale; 60J80; 60F15; 60J25;
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摘要
In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with nonlocal branching mechanisms under a martingale change of measure. As an application of this decomposition, we obtain a necessary and sufficient condition (called the L log L criterion) for the limit of the fundamental martingale to be non-degenerate. This result complements the related results obtained in Kyprianou et al. (2012), Kyprianou and Murillo-Salas (2013) and Liu et al. (2009) for superprocesses with purely local branching mechanisms and in Kyprianou and Palau (2018) for super Markov chains.
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页码:1439 / 1462
页数:23
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