A martingale transformation for superprocesses

In this note, we prove a new martingale transformation for superprocesses with general branching mechanisms which could be regarded as a Girsanov type transformation in measure-valued setting. As an application, a criterion for global extinction of superprocesses with spatially dependent branching mechanisms is given.

MoreLess

Year of publication:	2012
Authors:	He, Hui ; Luan, Nana
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 6, p. 1082-1087
Publisher:	Elsevier
Subject:	Superprocess \| Martingale transformation \| Girsanov transformation \| Extinction probability

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571808