| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155531 | Stochastic Processes and their Applications | 2014 | 47 Pages |
Abstract
In this work, the process of distribution functions of a one-dimensional super-Lévy process with general branching mechanism is characterized as the pathwise unique solution of a stochastic integral equation driven by time–space Gaussian white noises and Poisson random measures. This generalizes the recent work of Xiong (2013), where the result for a super-Brownian motion with binary branching mechanism was obtained.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Hui He, Zenghu Li, Xu Yang,