On SDE associated with continuous-state branching processes conditioned to never be extinct

DOI10.1214/ECP.v17-1972zbMath1252.60087arXiv1204.6092OpenAlexW2051893896MaRDI QIDQ456283

Maria Clara Fittipaldi, Joaquin Fontbona

Publication date: 23 October 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.6092

zbMATH Keywords

stochastic differential equationsimmigrationnon-extinctioncontinuous-state branching processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)

Related Items (5)

Limit theorems for continuous-state branching processes with immigration ⋮ Skeletal stochastic differential equations for superprocesses ⋮ Skeletal stochastic differential equations for continuous-state branching processes ⋮ Construction of continuous-state branching processes in varying environments ⋮ Continuous-state branching processes with spectrally positive migration

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