On the law of terminal value of additive martingales in a remarkable branching stable process

@article{Yang2022OnTL,
  title={On the law of terminal value of additive martingales in a remarkable branching stable process},
  author={Hairuo Yang},
  journal={Stochastic Processes and their Applications},
  year={2022}
}
  • Hairuo Yang
  • Published 23 September 2022
  • Mathematics
  • Stochastic Processes and their Applications

References

SHOWING 1-10 OF 22 REFERENCES

Uniform Convergence of Martingales in the Branching Random Walk

Lévy Processes and Infinitely Divisible Distributions

Fixed points of a generalized smoothing transformation and applications to the branching random walk

Let {A i : i ≥ 1} be a sequence of non-negative random variables and let M be the class of all probability measures on [0,∞]. Define a transformation T on M by letting Tμ be the distribution of ∑ i=1

Branching-stable point measures and processes

Abstract We introduce and study the class of branching-stable point measures, which can be seen as an analog of stable random variables when the branching mechanism for point measures replaces the

Π-regular variation

On generalized multiplicative cascades

Self-Decomposable Laws from Continuous Branching Processes

  • A. Pakes
  • Mathematics
    Journal of Theoretical Probability
  • 2019
The martingale limit law of the supercritical continuous time and state branching process either is compound Poisson or self-decomposable. This paper explores some general aspects of the latter case.

Stochastic Models with Power-Law Tails