The Annals of Probability · 1991 · 83 citations · 5 references
EngineeringMathematicsMarkov Decision ProcessesProbability TheoryStochastic ProcessesBranching ProcessesBrownian MotionContinuous-time Stochastic ProcessesMarkov ProcessesStochastic CalculusStopping TimesBranching Brownian MotionBranching Random WalksBrownian Motion ModelsMartingales
For a branching Brownian motion, a probability space of trees is defined. By analogy with stopping times on $\mathbb{R}$, stopping lines are defined to get a general branching property. We exhibit an intrinsic class of martingales which are products indexed by the elements of a stopping line. We prove that all these martingales have the same limit which we identify. Two particular cases arise: the line of particles living at time $t$ and the first crossings of a straight line whose equation is $y = at - x$ in the plane $(y,t)$.
5
Martingale convergence in the branching random walk
J. D. Biggins · Journal of Applied Probability · 1977 · 311 citations
Engineering, Economics, Mathematics +15
Branching Markov Processes III
Nobuyuki Ikeda, Masao Nagasawa, Shinzo Watanabe · Kyoto journal of mathematics · 1969 · 171 citations