A Williams' Decomposition for Spatially Dependent Superprocesses

Details A Williams' Decomposition for Spatially Dependent Superprocesses A Williams' Decomposition for Spatially Dependent Superprocesses

2011-06-19

arxiv.org/abs/1106.3710v1

Mathematics

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43 pages

Scientific paper

We present a genealogy for superprocesses with a non-homogeneous quadratic branching mechanism, relying on a weighted version of the superprocess and a Girsanov theorem. We then decompose this genealogy with respect to the last individual alive (William's decomposition). Letting the extinction time tend to infinity, we get the Q-process by looking at the superprocess from the root, and define another process by looking from the top. Examples including the multitype Feller diff usion and the superdiffusion are provided.

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