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A spine approach to branching diffusions with applications to L-p-convergence of martingales
R Hardy, Simon C Harris
Jun 01, 2009
We present a modified formalization of the 'spine' change of measure approach for branching diffusions in the spirit, of those found in Kyprianou [40] and Lyons et al. [44, 437 41]. We use our formulation to interpret certain...
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A spine approach to branching diffusions with applications to L-p-convergence of martingales
R Hardy, Simon C Harris
Jun 01, 2009
We present a modified formalization of the 'spine' change of measure approach for branching diffusions in the spirit, of those found in Kyprianou [40] and Lyons et al. [44, 437 41]. We use our formulation to interpret certain...
Published by: