Author:
Ceci Claudia,Gerardi Anna
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability