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Multiplicative Martingales for Spatial Branching Processes

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Seminar on Stochastic Processes, 1987

Part of the book series: Progress in Probability and Statistics ((PRPR,volume 15))

Abstract

Out of simplicity, we restrict ourselves to consider the dyadic brownian branching process (Nt, t ∈ R+) on the real line. By definition of this process, its particles perform independent brownian motions untill they split into exactly two particles at independent and mean one exponential times; then Nt denotes the point process formed on R by the particles alive at time t.

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Authors
  1. J. Neveu
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Editor information

Editors and Affiliations

  1. Civil Engineering Department, Princeton University, 08544, Princeton, NJ, USA

    E. Çinlar

  2. Department of Mathematics, Stanford University, 94305, Stanford, CA, USA

    K. L. Chung

  3. Department of Mathematics, University of California, 92093, La Jolla, CA, USA

    R. K. Getoor

  4. Department of Mathematics, University of Florida, 32611, Gainesville, FL, USA

    J. Glover

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© 1988 Birkhäuser Boston

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Neveu, J. (1988). Multiplicative Martingales for Spatial Branching Processes. In: Çinlar, E., Chung, K.L., Getoor, R.K., Glover, J. (eds) Seminar on Stochastic Processes, 1987. Progress in Probability and Statistics, vol 15. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-0550-7_10

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  • DOI: https://doi.org/10.1007/978-1-4684-0550-7_10

  • Publisher Name: Birkhäuser Boston

  • Print ISBN: 978-1-4684-0552-1

  • Online ISBN: 978-1-4684-0550-7

  • eBook Packages: Springer Book Archive

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