Mathematics – Probability
Scientific paper
2011-06-19
Mathematics
Probability
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.
Delmas Jean-François
Hénard Olivier
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