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 language | English (US) |
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Pages (from-to) | 1439-1462 |
Number of pages | 24 |
Journal | Science China Mathematics |
Volume | 62 |
Issue number | 8 |
DOIs | |
State | Published - Aug 1 2019 |
Keywords
- 60F15
- 60J25
- 60J80
- martingale
- multitype superdiffusion
- non-local branching mechanism
- spine decomposition
- switched diffusion
ASJC Scopus subject areas
- General Mathematics