On the limit distributions of continuous-state branching processes with immigration (Q429288): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2012.03.012
@@ Property / DOI: 10.1016/j.spa.2012.03.012 / rank @@
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-Martin Keller-Ressel
@@ Property / author: Martin Keller-Ressel / rank @@
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@@ Property / author @@
+Martin Keller-Ressel
@@ Property / author: Martin Keller-Ressel / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J80
@@ Property / Mathematics Subject Classification ID: 60J80 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
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@@ Property / zbMATH DE Number @@
+6047942
@@ Property / zbMATH DE Number: 6047942 / rank @@
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@@ Property / zbMATH Keywords @@
+branching processes with immigration
@@ Property / zbMATH Keywords: branching processes with immigration / rank @@
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@@ Property / zbMATH Keywords @@
+limit distribution
@@ Property / zbMATH Keywords: limit distribution / rank @@
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@@ Property / zbMATH Keywords @@
+stationary distribution
@@ Property / zbMATH Keywords: stationary distribution / rank @@
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@@ Property / zbMATH Keywords @@
+self-decomposable distribution
@@ Property / zbMATH Keywords: self-decomposable distribution / rank @@
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@@ Property / zbMATH Keywords @@
+spectrally positive Lévy process
@@ Property / zbMATH Keywords: spectrally positive Lévy process / rank @@
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@@ Property / zbMATH Keywords @@
+scale function
@@ Property / zbMATH Keywords: scale function / rank @@
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@@ Property / zbMATH Keywords @@
+infinitesimal generator
@@ Property / zbMATH Keywords: infinitesimal generator / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W1968472925
@@ Property / OpenAlex ID: W1968472925 / rank @@
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@@ Property / arXiv ID @@
+.5605
@@ Property / arXiv ID: 1103.5605 / rank @@
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@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+A Lamperti-type representation of continuous-state branching processes with immigration
+Normal rank
@@ Property / cites work @@
+Smoothness of scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+A stochastic integral in storage theory
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+Skew convolution semigroups and affine Markov processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Special, conjugate and complete scale functions for spectrally negative Lévy processes
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+Continuous state branching processes
@@ Property / cites work: Continuous state branching processes / rank @@
+Normal rank
@@ Property / cites work @@
+Measure-Valued Branching Markov Processes
@@ Property / cites work: Measure-Valued Branching Markov Processes / rank @@
+Normal rank
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+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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@@ Property / cites work @@
+Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model
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@@ Property / cites work @@
+Limit theorems for continuous state branching processes with immigration
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
+Normal rank
@@ Property / cites work @@
+Unimodality of infinitely divisible distribution functions of class L
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2012.03.012
@@ Property / DOI: 10.1016/J.SPA.2012.03.012 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:429288