A conditioned continuous-state branching process with applications
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Publication:2322645
DOI10.1016/j.spl.2019.04.013zbMath1459.60181OpenAlexW2943296128MaRDI QIDQ2322645
Publication date: 5 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.04.013
stochastic integral equationDoob's \(h\)-transformcanonical Kuznetsov measureconditioned CB-processentrance rule
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Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty ⋮ \(h\)-transform of Doob and nonlocal branching processes ⋮ Continuous flows driving branching processes and their nonlinear evolution equations
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