Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152252 | Statistics & Probability Letters | 2012 | 6 Pages |
Abstract
In this note, we prove a new martingale transformation for superprocesses with general branching mechanisms which could be regarded as a Girsanov type transformation in measure-valued setting. As an application, a criterion for global extinction of superprocesses with spatially dependent branching mechanisms is given.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hui He, Nana Luan,