Abstract
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.
Original language | English |
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Pages (from-to) | 163-208 |
Number of pages | 46 |
Journal | Alea |
Volume | 19 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2022 |
Externally published | Yes |
Keywords
- Local branching mechanism
- Martingale
- Non-local branching mechanism
- Spine decomposition
- Superprocess
- Weak local extinction