Moments of continuous-state branching processes with or without immigration

DOI10.1007/s10255-020-0935-2zbMath1456.60227arXiv1702.08698OpenAlexW3015521079MaRDI QIDQ1987586

Li-na Ji, Zhenghu Li

Publication date: 15 April 2020

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.08698

zbMATH Keywords

momentsbranching processimmigrationstochastic equationcontinuous-state

Mathematics Subject Classification ID

Applications of branching processes (60J85) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)

Related Items

Moments of continuous-state branching processes in Lévy random environments, Continuous time mixed state branching processes and stochastic equations, Moments and ergodicity of the jump-diffusion CIR process, The extremal process of super-Brownian motion: a probabilistic approach via skeletons, Continuous-state branching processes with collisions: first passage times and duality

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Moment formulas for multitype continuous state and continuous time branching process with immigration
• Stochastic equations, flows and measure-valued processes
• A limit theorem for the Galton-Watson branching processes with immigration
• Continuous branching processes and spectral positivity
• Stochastic equations of non-negative processes with jumps
• Fluctuations of Lévy processes with applications. Introductory lectures
• Skew convolution semigroups and affine Markov processes
• On the equivalence of conditions on a branching process in continuous time and on its offspring distribution
• Distributions of jumps in a continuous-state branching process with immigration
• Measure-Valued Branching Markov Processes
• Asymptotic behaviour of continuous time, continuous state-space branching processes
• A Limit Theorem for Discrete Galton-Watson Branching Processes with Immigration
• The Limit of a Sequence of Branching Processes
• Stochastic branching processes with continuous state space
• Continuous state branching processes