MARTINGALE PROPERTIES, EXPLOSION AND LEVY-KHINTCHINE REPRESENTATION OF A CLASS OF MEASURE-VALUED BRANCHING-PROCESSES

被引：52
作者：
ELKAROUI, N
ROELLY, S
机构：
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1991年 / 38卷 / 02期
关键词：
BRANCHING PROCESS; MARTINGALE PROBLEM; LEVY-SYSTEM; EXPLOSION TIME; POISSONIAN REPRESENTATION; CANONICAL MEASURE;
D O I：
10.1016/0304-4149(91)90093-R
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study here by stochastic calculus methods some martingale properties of a general class of measurevalue branching processes. The form of the cumulant semigroup determines their local characteristics and the explosion time. Finally, by the infinite divisibility property of these processes, we obtain a Levy-Khintchine representation on the paths space and we propose an interpretation of the canonical measures in terms of entrance laws.
引用
收藏
页码：239 / 266
页数：28
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