BRANCHING MEASURE-VALUED PROCESSES

被引：19

作者：

DYNKIN, EB

KUZNETSOV, SE

SKOROKHOD, AV

机构：

[1] RUSSIAN ACAD SCI,INST CENT ECON MATH,MOSCOW 117418,RUSSIA

[2] UKRAINIAN ACAD SCI,INST MATH,KIEV,UKRAINE

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1994年 / 99卷 / 01期

关键词：

D O I：

10.1007/BF01199590

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The objective of this paper is to investigate the structure of a general subcritical branching measure-valued process X subject to the usual regularity conditions. We prove that, if the second moments of the total mass X(t)(E) are finite, then X is a superprocess and we give an explicit expression of the branching characteristics Q and l in terms of the continuous martingale component of the total mass X(t)(E) and the Levy measure (jumps compensator) of X.

引用

页码：55 / 96

页数：42

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