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arXiv math/0512195math.PR
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Feller性质与勘探过程的infinitesimal generator

Feller property and infinitesimal generator of the exploration process

Romain Abraham, Jean-Francois Delmas

摘要:

我们认为,探索过程相关的连续随机树(CRT)建立使用Levy过程没有负跳。Duquesne,Le Gall和Le Jan研究了这一过程。这一测度值马尔可夫过程是研究CRT以及具有一般分支机制的超布朗运动的有用工具。本文证明了该过程是Feller过程,并计算了它在指数泛函上的无穷小生成元,给出了相应的鞅。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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