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Results 1 - 2 of 2 |
1. CJM 2000 (vol 52 pp. 92)
| A Stochastic Calculus Approach for the Brownian Snake We study the ``Brownian snake'' introduced by Le Gall, and also
studied by Dynkin, Kuznetsov, Watanabe. We prove that It\^o's
formula holds for a wide class of functionals. As a consequence,
we give a new proof of the connections between the Brownian snake
and super-Brownian motion. We also give a new definition of the
Brownian snake as the solution of a well-posed martingale problem.
Finally, we construct a modified Brownian snake whose lifetime is
driven by a path-dependent stochastic equation. This process gives
a representation of some super-processes.
Categories:60J25, 60G44, 60J80, 60J60 |
2. CJM 1997 (vol 49 pp. 24)
| Spatial branching processes and subordination We present a subordination theory for spatial branching processes. This
theory is developed in three different settings, first for branching Markov
processes, then for superprocesses and finally for the path-valued process
called the {\it Brownian snake}. As a common feature of these three
situations, subordination can be used to generate new branching
mechanisms. As an application, we investigate the compact support
property for superprocesses with a general branching mechanism.
Categories:60J80, 60J25, 60J27, 60J55, 60G57 |

