Article ID Journal Published Year Pages File Type
1155946 Stochastic Processes and their Applications 2009 19 Pages PDF
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)
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