A Lamperti-type representation of continuous-state branching processes with immigration
From MaRDI portal
Publication:373588
DOI10.1214/12-AOP766zbMath1300.60101arXiv1012.2346OpenAlexW3101527081MaRDI QIDQ373588
Gerónimo Uribe Bravo, José Luis Pérez Garmendia, Maria-Emilia Caballero
Publication date: 17 October 2013
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.2346
Population dynamics (general) (92D25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)
Related Items (19)
Probabilités et biologie ⋮ Scaling limits of population and evolution processes in random environment ⋮ Some harmonic functions for killed Markov branching processes with immigration and culling ⋮ Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes ⋮ The Gorin-Shkolnikov identity and its random tree generalization ⋮ Smoothness of continuous state branching with immigration semigroups ⋮ The Alpha‐Heston stochastic volatility model ⋮ The sticky Lévy process as a solution to a time change equation ⋮ CBI-time-changed Lévy processes ⋮ The relative frequency between two continuous-state branching processes with immigration and their genealogy ⋮ Existence of densities for multi-type continuous-state branching processes with immigration ⋮ On the limit distributions of continuous-state branching processes with immigration ⋮ TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems ⋮ Refracted continuous-state branching processes: self-regulating populations ⋮ Breadth First Search Coding of Multitype Forests with Application to Lamperti Representation ⋮ On the hitting times of continuous-state branching processes with immigration ⋮ On the boundary behavior of multi-type continuous-state branching processes with immigration ⋮ Limit theorems for local times and applications to SDEs with jumps ⋮ Continuous-state branching processes with spectrally positive migration
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Changing the branching mechanism of a continuous state branching process using immigration
- On the weak convergence of subordinated systems
- Proof(s) of the Lamperti representation of continuous-state branching processes
- Continuum random trees and branching processes with immigration
- Some time change representations of stable integrals, via predictable transformations of local martingales
- On the convergence of sequences of branching processes
- On the local rate of growth of Lévy processes with no positive jumps
- Self-similar fragmentation derived from the stable tree. I: Splitting at heights
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- The genealogy of continuous-state branching processes with immigration
- On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
- Stochastic equations of non-negative processes with jumps
- Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct
- Skew convolution semigroups and affine Markov processes
- Spectral representation for branching processes on the real half line
- On the genealogy on conditioned stable L\'evy forest
- Population Dynamics and Random Genealogies
- Some Useful Functions for Functional Limit Theorems
- A decomposition of Bessel Bridges
- Asymptotic behaviour of continuous time, continuous state-space branching processes
- On the profile of random trees
- Applied Probability and Queues
- Exercises in Probability
- A Limit Theorem for Discrete Galton-Watson Branching Processes with Immigration
- The Limit of a Sequence of Branching Processes
- Stochastic branching processes with continuous state space
- Continuous state branching processes
- Lower functions for increasing random walks and subordinators
This page was built for publication: A Lamperti-type representation of continuous-state branching processes with immigration
