Abstract
We study here by stochastic calculus methods some martingale properties of a general class of measure-valued branching processes. The form of the cumulant semigroup determines their local characteristics and the explosion time. Finally, by the infinite divisibility property of these processes, we obtain a Lévy-Khintchine representation on the paths space and we propose an interpretation of the canonical measures in terms of entrance laws.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
