SKELETAL STOCHASTIC DIFFERENTIAL EQUATIONS FOR CONTINUOUS-STATE BRANCHING PROCESSES

• Published in: Journal of applied probability Vol. 56; no. 4; pp. 1122 - 1150
• Main Authors: FEKETE, D., FONTBONA, J., KYPRIANOU, A. E.
• Format: Journal Article
• Language: English
• Published: Sheffield Applied Probability Trust 01.12.2019; Cambridge University Press
• Subjects: Branching (mathematics); Coding; Conditioning; Decomposition; Differential equations; Immigration; Markov analysis; Markov processes; Mathematical analysis; Mathematics; Partial differential equations; Random variables; Stochastic processes; United Kingdom > UK; New York; United States > US
• ISSN: 0021-9002; 1475-6072
• DOI: 10.1017/jpr.2019.67

It is well understood that a supercritical continuous-state branching process (CSBP) is equal in law to a discrete continuous-time Galton-Watson process (the skeleton of prolific individuals) whose edges are dressed in a Poissonian way with immigration which initiates subcritical CSBPs {non-prolific mass). Equally well understood in the setting of CSBPs and superprocesses is the notion of a spine or immortal particle dressed in a Poissonian way with immigration which initiates copies of the original CSBP, which emerges when conditioning the process to survive eternally. In this article we revisit these notions for CSBPs and put them in a common framework using the well-established language of (coupled) stochastic differential equations (SDEs). In this way we are able to deal simultaneously with all types of CSBPs (supercritical, critical, and subcritical) as well as understanding how the skeletal representation becomes, in the sense of weak convergence, a spinal decomposition when conditioning on survival. We have two principal motivations. The first is to prepare the way to expand the SDE approach to the spatial setting of superprocesses, where recent results have increasingly sought the use of skeletal decompositions to transfer results from the branching particle setting to the setting of measure valued processes. The second is to provide a pathwise decomposition of CSBPs in the spirit of genealogical coding of CSBPs via Ldvy excursions, albeit precisely where the aforesaid coding fails to work because the underlying CSBP is supercritical.