Lamperti transformation for continuous-state branching processes with competition and applications
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Publication:900912
DOI10.1016/j.spl.2015.07.038zbMath1329.60306OpenAlexW1417864935MaRDI QIDQ900912
Publication date: 23 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.07.038
competitionLévy processesstochastic equationcontinuous-state branching processesLamperti transformation
Processes with independent increments; Lévy processes (60G51) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)
Related Items (6)
Extinction time and the total mass of the continuous-state branching processes with competition ⋮ Extinction time of logistic branching processes in a Brownian environment ⋮ Explosion of continuous-state branching processes with competition in a Lévy environment ⋮ Branching processes in a Lévy random environment ⋮ Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment ⋮ Continuous-state branching processes with spectrally positive migration
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