On transformations of linear diffusions into continuous state branching

DOI10.1016/0025-5564(85)90017-3zbMath0585.60078OpenAlexW2017988068MaRDI QIDQ1070661

Amitava Bose

Publication date: 1985

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0025-5564(85)90017-3

zbMATH Keywords

self-similar diffusionsbranching process with immigration or emigrationGirsanov's example

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• On the transformation of diffusion processes into the Feller process
• Two singular diffusion problems
• Semi-stable Markov processes. I

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