Mathematics – Probability
Scientific paper
2005-12-09
Journal of Theoretical Probability 20 (2007) 355-370
Mathematics
Probability
Scientific paper
10.1007/s10959-007-0082-1
We consider the exploration process associated to the continuous random tree (CRT) built using a Levy process with no negative jumps. This process has been studied by Duquesne, Le Gall and Le Jan. This measure-valued Markov process is a useful tool to study CRT as well as super-Brownian motion with general branching mechanism. In this paper we prove this process is Feller, and we compute its infinitesimal generator on exponential functionals and give the corresponding martingale.
Abraham Romain
Delmas Jean-François
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