Title of article :
Weighted branching and a pathwise renewal equation
Author/Authors :
Meiners، نويسنده , , Matthias، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
This paper is devoted to the study of a pathwise renewal equation for stochastic processes which are functions of a weighted tree defined in a general weighted branching model. Motivated by applications in the analysis of certain stochastic fixed-point equations and in the theory of general (Crump–Mode–Jagers) branching processes, we analyze the solutions to the equation under several conditions, the main result being a characterization of the set of solutions satisfying appropriate integrability conditions.
Keywords :
Weighted branching process , Branching random walk , Pathwise renewal equation , General branching process , Martingale , Renewal equation
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications