Stochastic equations of super-Lévy processes with general branching mechanism

In this work, the process of distribution functions of a one-dimensional super-Lévy process with general branching mechanism is characterized as the pathwise unique solution of a stochastic integral equation driven by time–space Gaussian white noises and Poisson random measures. This generalizes the recent work of Xiong (2013), where the result for a super-Brownian motion with binary branching mechanism was obtained.

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Year of publication:	2014
Authors:	He, Hui ; Li, Zenghu ; Yang, Xu
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 4, p. 1519-1565
Publisher:	Elsevier
Subject:	Super-Lévy process \| Stochastic integral equation \| Pathwise uniqueness \| Backward doubly stochastic equation with jumps

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

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