Moment formulas for multitype continuous state and continuous time branching process with immigration
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Publication:325909
DOI10.1007/s10959-015-0605-0zbMath1348.60123arXiv1404.0636OpenAlexW2075791235MaRDI QIDQ325909
Gyula Pap, Mátyás Barczy, Zhenghu Li
Publication date: 11 October 2016
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.0636
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Related Items (11)
On convergence properties of infinitesimal generators of scaled multitype CBI processes ⋮ Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration ⋮ Moments of continuous-state branching processes in Lévy random environments ⋮ Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes ⋮ Moments and ergodicity of the jump-diffusion CIR process ⋮ On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances ⋮ Moments of continuous-state branching processes with or without immigration ⋮ Limit theorems for a supercritical branching process with immigration in a random environment ⋮ Existence of limiting distribution for affine processes ⋮ Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices ⋮ Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration
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