A fluctuation type limit theorem for Jiřina processes with immigration

DOI10.1007/s10114-009-6629-6zbMath1175.60076OpenAlexW2142199230MaRDI QIDQ839769

Yu-Qiang Li

Publication date: 3 September 2009

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-009-6629-6

zbMATH Keywords

fluctuation limitOrnstein-Uhlenbeck type processJiřina process with immigration

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (4)

Occupation time fluctuations of weakly degenerate branching systems ⋮ Fluctuation limits of strongly degenerate branching systems ⋮ Limit distributions for generalized Jiřina processes with immigration ⋮ A Note on Estimation of Parameters for Branching Processes with Immigration

Cites Work

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• On the convergence of sequences of branching processes
• Affine processes and applications in finance
• Some limit theorems for a particle system of single point catalytic branching random walks
• Ornstein-Uhlenbeck type processes and branching processes with immigration
• On Feller's branching diffusion processes
• Fluctuation limit of branching processes with immigration and estimation of the means

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