Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. (Martingale properties, explosions and Levy-Khinchine representation of measure valued branching processes)

DOI10.1016/0304-4149(91)90093-RzbMath0743.60081MaRDI QIDQ1177210

Nicole El Karoui, Sylvie Roelly

Publication date: 26 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Laplace transformweak convergenceLévy measuremartingale characterizationlocal characteristicsmeasure-valued branching processcumulant semigroupLévy-Khinchine representation formulameasure-valued semimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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