Gussian diffusions and continuous state branching processes with killing

DOI10.1080/15326340008807584zbMath0957.60087OpenAlexW1976266213MaRDI QIDQ4484843

Halina Frydman

Publication date: 19 March 2001

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340008807584

zbMATH Keywords

survival functionGaussian diffusioncontinuous state branching processesstochastic covariate processconditioned diffusionkilling rate function

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (3)

Conditioning diffusion processes with killing rates ⋮ Analysis of reflected diffusions via an exponential time-based transformation ⋮ Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes

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