Article ID Journal Published Year Pages File Type
1152252 Statistics & Probability Letters 2012 6 Pages PDF
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
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