L log L criterion for a class of multitype superdiffusions with non-local branching mechanisms

论文摘要

In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with nonlocal branching mechanisms under a martingale change of measure. As an application of this decomposition,we obtain a necessary and sufficient condition（called the L log L criterion） for the limit of the fundamental martingale to be non-degenerate. This result complements the related results obtained in Kyprianou et al.（2012）,Kyprianou and Murillo-Salas（2013） and Liu et al.（2009） for superprocesses with purely local branching mechanisms and in Kyprianou and Palau（2018） for super Markov chains.

论文目录

文章来源

类型: 期刊论文

作者: Zhen-Qing Chen,Yan-Xia Ren,Renming Song

来源: Science China(Mathematics) 2019年08期

年度: 2019

分类: 基础科学,工程科技Ⅰ辑

专业: 金属学及金属工艺

单位: Department of Mathematics,University of Washington,LMAM,School of Mathematical Sciences & Center for Statistical Science,Peking University,Department of Mathematics,University of Illinois

基金: supported by Simons Foundation (Grant No. 520542),a Victor Klee Faculty Fellowship and National Natural Science Foundation of China (Grant No. 11731009),supported by National Natural Science Foundation of China (Grant Nos. 11671017 and 11731009),Key Laboratory of Mathematical Economics and Quantitative Finance (LMEQF) (Peking University),Ministry of Education,supported by the Simons Foundation (Grant No. #429343)

分类号: TG80

页码: 1439-1462

总页数: 24

文件大小: 311K

下载量: 2

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