Stochastic equations for two-type continuous-state branching processes with immigration
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Publication:1940855
DOI10.1007/s10114-012-1378-3zbMath1262.60062OpenAlexW2164868104MaRDI QIDQ1940855
Publication date: 8 March 2013
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-012-1378-3
immigrationstrong solutionstochastic integral equationcontinuous-state branching processcomparison property
Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)
Related Items (10)
Extinction properties of multi-type continuous-state branching processes ⋮ On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system ⋮ Moment formulas for multitype continuous state and continuous time branching process with immigration ⋮ Continuous time mixed state branching processes and stochastic equations ⋮ Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes ⋮ On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances ⋮ Stochastic equations for two-type continuous-state branching processes with immigration and competition ⋮ Parameter estimation in two-type continuous-state branching processes with immigration ⋮ On the boundary behavior of multi-type continuous-state branching processes with immigration ⋮ Stochastic equations and limit results for some two-type branching models
Cites Work
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- Stochastic equations of non-negative processes with jumps
- Skew convolution semigroups and affine Markov processes
- Measure-Valued Branching Markov Processes
- Continuous state branching processes
- On Two Dimensional Markov Processes with Branching Property
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