Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155946 | Stochastic Processes and their Applications | 2009 | 19 Pages |
Abstract
This paper is devoted to the study of a pathwise renewal equation for stochastic processes which are functions of a weighted tree defined in a general weighted branching model. Motivated by applications in the analysis of certain stochastic fixed-point equations and in the theory of general (Crump–Mode–Jagers) branching processes, we analyze the solutions to the equation under several conditions, the main result being a characterization of the set of solutions satisfying appropriate integrability conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Matthias Meiners,