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Continuous-state branching processes with spectrally positive migration - MaRDI portal

Continuous-state branching processes with spectrally positive migration (Q5871411)

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scientific article; zbMATH DE number 7643891
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English
Continuous-state branching processes with spectrally positive migration
scientific article; zbMATH DE number 7643891

    Statements

    title
    Continuous-state branching processes with spectrally positive migration (English)
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    author
    Matija Vidmar
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    publication date
    19 January 2023
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    zbMATH Keywords
    continuous-state branching process
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    stochastic differential equation
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    migration
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    first passage time
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    explosion
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    Laplace transform
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    scale function
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    Lamperti's time change
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    spectrally positive Lévy process
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    Identifiers

    Mathematics Subject Classification ID
    60J80
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    92D25
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    60G51
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    zbMATH DE Number
    7643891
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    OpenAlex ID
    W3179974829
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    arXiv ID
    2107.05102
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