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.

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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

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

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