On multitype Branching Processes with Interaction
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Functional limit theorems; invariance principles (60F17) Processes with independent increments; Lévy processes (60G51) Stochastic integral equations (60H20) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Population dynamics (general) (92D25)
Abstract: Motivated by the stochastic Lotka-Volterra model, we introduce discrete-state interacting multitype branching processes. We show that they can be obtained as the sum of a multidimensional random walk with a Lamperti-type change proportional to the population size; and a multidimensional Poisson process with a time-change proportional to the pairwise interactions. We define the analogous continuous-state process as the unique strong solution of a multidimensional SDE. We prove that the scaling limits of the discrete-state process correspond to its continuous counterpart. In addition, we show that the continuous-state model can be constructed as a generalized Lamperti-type transformation of multidimensional L'evy processes.
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