Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration

From MaRDI portal
Publication:5248331

zbMath1312.60074arXiv1403.0245MaRDI QIDQ5248331

Mátyás Barczy, Gyula Pap, Zhenghu Li

Publication date: 7 May 2015

Full work available at URL: https://arxiv.org/abs/1403.0245




Related Items

Extinction properties of multi-type continuous-state branching processesOn convergence properties of infinitesimal generators of scaled multitype CBI processesAlmost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigrationStatistical inference for critical continuous state and continuous time branching processes with immigrationOn the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical systemMoment formulas for multitype continuous state and continuous time branching process with immigrationStochastic equation and exponential ergodicity in Wasserstein distances for affine processesSpatial birth-and-death processes with a finite number of particlesOn the exponential ergodicity of \((2+2)\)-affine processes in total variation distancesExtinction times of multitype continuous-state branching processesExistence of densities for multi-type continuous-state branching processes with immigrationLong-time behavior for subcritical measure-valued branching processes with immigrationAsymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observationsAsymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observationsOn the anisotropic stable JCIR processLaw of large numbers for supercritical superprocesses with non-local branchingBackbone decomposition of multitype superprocessesAsymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigrationOn the boundary behavior of multi-type continuous-state branching processes with immigrationAlmost sure growth of supercritical multi-type continuous state branching processExistence of limiting distribution for affine processesErgodicity of affine processes on the cone of symmetric positive semidefinite matricesAsymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigrationThe stationary and quasi-stationary properties of neutral multi-type branching process diffusions