Skeletal stochastic differential equations for superprocesses

Andreas Kyprianou, Dorottya Fekete, Joaquin Fontbona

Research output: Contribution to journalArticlepeer-review

2 Citations (SciVal)

Abstract

It is well understood that a supercritical superprocess is equal in law to a discrete Markov branching process whose genealogy is dressed in a Poissonian way with immigration which initiates subcritial superprocesses. The Markov branching process corresponds to the genealogical description of prolific individuals, that is individuals who produce eternal genealogical lines of decent, and is often referred to as the skeleton or backbone of the original superprocess. The Poissonian dressing along the skeleton may be considered to be the remaining non-prolific genealogical mass in the superprocess. Such skeletal decompositions are equally well understood for continuous-state branching processes (CSBP). In a previous article we developed an SDE approach to study the skeletal representation of CSBPs, which provided a common framework for the skeletal decompositions of supercritical and (sub)critical CSBPs. It also helped us to understand how the skeleton thins down onto one infinite line of descent when conditioning on survival until larger and larger times, and eventually forever. Here our main motivation is to show the robustness of the SDE approach by expanding it to the spatial setting of superprocesses. The current article only considers supercritical superprocesses, leaving the subcritical case open.
Original languageEnglish
Pages (from-to)1111-1134
JournalJournal of Applied Probability
Volume57
Issue number4
Early online date23 Nov 2020
DOIs
Publication statusPublished - 31 Dec 2020

Keywords

  • Superprocesses, stochastic differential equations, skeletal decomposition

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