A conditioned continuous-state branching process with applications

DOI10.1016/J.SPL.2019.04.013MaRDI QIDQ2322645zbMATH OpenOpenAlexFDO

Authors Rongjuan Fang, Zenghu Li

Publication date 5 September 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2019.04.013

zbMATH Keywords

canonical Kuznetsov measureconditioned CB-processDoob's \(h\)-transformentrance rulestochastic integral equation

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited in

(10)

• Approximation of a generalized continuous-state branching process with interaction
• Continuous flows driving branching processes and their nonlinear evolution equations
• Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty
• Continuous time mixed state branching processes and stochastic equations
• \(h\)-transform of Doob and nonlocal branching processes
• A continuous-state polynomial branching process
• Branching processes in generalized autoregressive conditional environments
• The Entrance Space of a Measure-Valued Markov Branching Process Conditioned on Non-Extinction
• On SDE associated with continuous-state branching processes conditioned to never be extinct
• Second order branching process with continuous state space

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