Weighted branching and a pathwise renewal equation
This paper is devoted to the study of a pathwise renewal equation for stochastic processes which are functions of a weighted tree defined in a general weighted branching model. Motivated by applications in the analysis of certain stochastic fixed-point equations and in the theory of general (Crump-Mode-Jagers) branching processes, we analyze the solutions to the equation under several conditions, the main result being a characterization of the set of solutions satisfying appropriate integrability conditions.
Year of publication: |
2009
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Authors: | Meiners, Matthias |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 8, p. 2579-2597
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Publisher: |
Elsevier |
Keywords: | Weighted branching process Branching random walk General branching process Renewal equation Pathwise renewal equation Martingale |
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