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

Zhen Qing Chen, Yan Xia Ren, Renming Song

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish (US)
Pages (from-to)1439-1462
Number of pages24
JournalScience China Mathematics
Volume62
Issue number8
DOIs
StatePublished - Aug 1 2019

Keywords

  • 60F15
  • 60J25
  • 60J80
  • martingale
  • multitype superdiffusion
  • non-local branching mechanism
  • spine decomposition
  • switched diffusion

ASJC Scopus subject areas

  • General Mathematics

Fingerprint

Dive into the research topics of 'L log L criterion for a class of multitype superdiffusions with non-local branching mechanisms'. Together they form a unique fingerprint.

Cite this