Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes

DOI10.1214/16-AIHP755zbMath1378.60111arXiv1501.03122MaRDI QIDQ2403220

Gerónimo Uribe Bravo, Maria-Emilia Caballero, José Luis Pérez Garmendia

Publication date: 15 September 2017

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.03122

zbMATH Keywords

Lévy processesOrnstein-Uhlenbeck processescontinuous-state branching processes with immigrationmultiparameter time change

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)

Related Items (14)

Extinction properties of multi-type continuous-state branching processes ⋮ Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes ⋮ The Gorin-Shkolnikov identity and its random tree generalization ⋮ Coupling methods and exponential ergodicity for two‐factor affine processes ⋮ The sticky Lévy process as a solution to a time change equation ⋮ Extinction times of multitype continuous-state branching processes ⋮ CBI-time-changed Lévy processes ⋮ Existence of densities for multi-type continuous-state branching processes with immigration ⋮ Population dynamics and statistical physics in synergy. Abstracts from the workshop held March 6--12, 2022 ⋮ Dini derivatives and regularity for exchangeable increment processes ⋮ Fluctuation theory for spectrally positive additive Lévy fields ⋮ On mutations in the branching model for multitype populations ⋮ On the boundary behavior of multi-type continuous-state branching processes with immigration ⋮ The stationary and quasi-stationary properties of neutral multi-type branching process diffusions

This page was built for publication: Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes