Stochastic equations of super-Lévy processes with general branching mechanism

Hui He, Zenghu Li and Xu Yang

Stochastic Processes and their Applications, 2014, vol. 124, issue 4, 1519-1565

Abstract: In this work, the process of distribution functions of a one-dimensional super-Lévy process with general branching mechanism is characterized as the pathwise unique solution of a stochastic integral equation driven by time–space Gaussian white noises and Poisson random measures. This generalizes the recent work of Xiong (2013), where the result for a super-Brownian motion with binary branching mechanism was obtained.

Keywords: Super-Lévy process; Stochastic integral equation; Pathwise uniqueness; Backward doubly stochastic equation with jumps (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:124:y:2014:i:4:p:1519-1565

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DOI: 10.1016/j.spa.2013.12.007

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