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Continuous state branching processes in random environment: the Brownian case - MaRDI portal

Continuous state branching processes in random environment: the Brownian case (Q511139)

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Continuous state branching processes in random environment: the Brownian case
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    Continuous state branching processes in random environment: the Brownian case (English)
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    14 February 2017
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    continuous state branching processes in random environment
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    Brownian motion
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    explosion and extinction probabilities
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    exponential functional of Brownian motion
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    Q-process
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    supercritical process conditioned on eventual extinction
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    continuous state branching processes with immigration in random environment
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