Skew convolution semigroups and affine Markov processes

DOI10.1214/009117905000000747zbMath1102.60065arXivmath/0505444OpenAlexW3100976669MaRDI QIDQ2497172

Donald A. Dawson, Zhenghu Li

Publication date: 3 August 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505444

zbMATH Keywords

Ornstein-Uhlenbeck processimmigrationstochastic integral equationPoisson random measureaffine processcontinuous state branching processcatalytic branching process

Mathematics Subject Classification ID

Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

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