Spine decomposition and L log L criterion for superprocesses with non-local branching mechanisms

Yan Xia Ren*, Renming Song*, Ting Yang*

*此作品的通讯作者

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摘要

In this paper, we provide a pathwise spine decomposition for superprocesses with both local and non-local branching mechanisms under a martingale change of measure. This result complements earlier results established for superprocesses with purely local branching mechanisms and for multitype superprocesses. As an application of this decomposition, we obtain necessary/sufficient conditions for the limit of the fundamental martingale to be non-degenerate. In particular, we obtain extinction properties of superprocesses with non-local branching mechanisms as well as a Kesten-Stigum Llog L theorem for the fundamental martingale.

源语言英语
页(从-至)163-208
页数46
期刊Alea
19
1
DOI
出版状态已出版 - 2022
已对外发布

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Ren, Y. X., Song, R., & Yang, T. (2022). Spine decomposition and L log L criterion for superprocesses with non-local branching mechanisms. Alea, 19(1), 163-208. https://doi.org/10.30757/ALEA.V19-08