Stochastic equations of super-Lévy processes with general branching mechanism |
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| Authors: | Hui He Zenghu Li Xu Yang |
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| Institution: | 1. School of Mathematical Sciences, Beijing Normal University, Beijing 100875, People’s Republic of China;2. School of Mathematics and Information Science, Beifang University of Nationalities, Yinchuan 750021, People’s Republic of China |
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| Abstract: | In this work, the process of distribution functions of a one-dimensional super-Lévy process with general branching mechanism is characterized as the pathwise unique solution of a stochastic integral equation driven by time–space Gaussian white noises and Poisson random measures. This generalizes the recent work of Xiong (2013), where the result for a super-Brownian motion with binary branching mechanism was obtained. |
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| Keywords: | primary 60J68 60H15 secondary 60H05 |
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