scientific article; zbMATH DE number 5671257

MaRDI QIDQ3405205zbMATH OpenFDO

Authors Yuqiang Li

Publication date 12 February 2010

zbMATH Keywords

limit theoremsnonlinear models of interest ratesstate-dependent branching processesweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Cited in

(3)

• L^2 limits of generalized Jiřina processes
• Limit distributions for generalized Jiřina processes with immigration
• The speed of extinction for some generalized jiřina processes

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