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L log L CRITERION FOR A CLASS OF SUPERDIFFUSIONS
Liu, Rong-Li ; Ren, Yan-Xia ; Song, Renming
2009
关键词Diffusions superdiffusions Poisson point process Kesten-Stigum theorem martingale martingale change of measure BRANCHING-PROCESSES INTRINSIC ULTRACONTRACTIVITY DIFFUSIONS
英文摘要In Lyons, Pemantle and Peres (1995), a martingale change of measure method was developed in order to give an alternative proof of the Kesten-Stigum L log L theorem for single-type branching processes. Later, this method was extended to prove the L log L theorem for multiple- and general multiple-type branching processes in Biggins and Kyprianou (2004), Kurtz et al. (1997), and Lyons (1997). In this paper we extend this method to a class of superdiffusions and establish a Kesten-Stigum L log L type theorem for superdiffusions. One of our main tools is a spine decomposition of superdiffusions, which is a modification of the one in Englander and Kyprianou (2004).; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000267854000013&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Statistics & Probability; SCI(E); 11; ARTICLE; 2; 479-496; 46
语种英语
出处SCI
出版者应用概率杂志
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/314513]  
专题数学科学学院
推荐引用方式
GB/T 7714
Liu, Rong-Li,Ren, Yan-Xia,Song, Renming. L log L CRITERION FOR A CLASS OF SUPERDIFFUSIONS. 2009-01-01.
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