A multitype branching process is presented in the framework of marked trees and its structure is studied by applying the strong branching property. In particular, the Markov property and the expression for the generator are derived for the process whose components are the numbers of particles of each type. The filtering of the whole population, observing the number of particles of a given type, is discussed. Weak uniqueness for the filtering equation and a recursive structure for the linearized filtering equation are proved under a suitable assumption on the reproduction law.

MULTITYPE BRANCHING PROCESSES OBSERVING PARTICLES OF A GIVEN TYPE / Ceci, Claudia; Gerardi, A.. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - 42:(2005), pp. 446-462. [10.1239/jap/1118777181]

MULTITYPE BRANCHING PROCESSES OBSERVING PARTICLES OF A GIVEN TYPE

CECI, Claudia;
2005

Abstract

A multitype branching process is presented in the framework of marked trees and its structure is studied by applying the strong branching property. In particular, the Markov property and the expression for the generator are derived for the process whose components are the numbers of particles of each type. The filtering of the whole population, observing the number of particles of a given type, is discussed. Weak uniqueness for the filtering equation and a recursive structure for the linearized filtering equation are proved under a suitable assumption on the reproduction law.
2005
01 Pubblicazione su rivista::01a Articolo in rivista
MULTITYPE BRANCHING PROCESSES OBSERVING PARTICLES OF A GIVEN TYPE / Ceci, Claudia; Gerardi, A.. - In: JOURNAL OF APPLIED PROBABILITY. - ISSN 0021-9002. - 42:(2005), pp. 446-462. [10.1239/jap/1118777181]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1660634
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