A Lamperti-type representation of continuous-state branching processes with immigration
From MaRDI portal
Publication:373588
DOI10.1214/12-AOP766zbMath1300.60101arXiv1012.2346MaRDI QIDQ373588
Gerónimo Uribe Bravo, José Luis Pérez Garmendia, Maria-Emilia Caballero
Publication date: 17 October 2013
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.2346
Lévy processes; time-change; Galton-Watson processes; continuous branching processes with immigration
92D25: Population dynamics (general)
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
60F17: Functional limit theorems; invariance principles
Related Items
Some harmonic functions for killed Markov branching processes with immigration and culling, TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems, Continuous-state branching processes with spectrally positive migration, The Alpha‐Heston stochastic volatility model, The sticky Lévy process as a solution to a time change equation, CBI-time-changed Lévy processes, On the limit distributions of continuous-state branching processes with immigration, Refracted continuous-state branching processes: self-regulating populations, On the hitting times of continuous-state branching processes with immigration, Smoothness of continuous state branching with immigration semigroups, On the boundary behavior of multi-type continuous-state branching processes with immigration, Limit theorems for local times and applications to SDEs with jumps, Existence of densities for multi-type continuous-state branching processes with immigration, Scaling limits of population and evolution processes in random environment, Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes, The Gorin-Shkolnikov identity and its random tree generalization, Breadth First Search Coding of Multitype Forests with Application to Lamperti Representation, Probabilités et biologie
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Changing the branching mechanism of a continuous state branching process using immigration
- On the weak convergence of subordinated systems
- Proof(s) of the Lamperti representation of continuous-state branching processes
- Continuum random trees and branching processes with immigration
- Some time change representations of stable integrals, via predictable transformations of local martingales
- On the convergence of sequences of branching processes
- On the local rate of growth of Lévy processes with no positive jumps
- Self-similar fragmentation derived from the stable tree. I: Splitting at heights
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- The genealogy of continuous-state branching processes with immigration
- On stochastic differential equations driven by a Cauchy process and other stable Lévy motions
- Stochastic equations of non-negative processes with jumps
- Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct
- Skew convolution semigroups and affine Markov processes
- Spectral representation for branching processes on the real half line
- On the genealogy on conditioned stable L\'evy forest
- Population Dynamics and Random Genealogies
- Some Useful Functions for Functional Limit Theorems
- A decomposition of Bessel Bridges
- Asymptotic behaviour of continuous time, continuous state-space branching processes
- On the profile of random trees
- Applied Probability and Queues
- Exercises in Probability
- 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
- Lower functions for increasing random walks and subordinators
