Sample paths of continuous-state branching processes with dependent immigration

DOI10.1080/15326349.2019.1575753MaRDI QIDQ4967293zbMATH OpenOpenAlexWikidataFDO

Authors Zenghu Li

Publication date 3 July 2019

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.08800

zbMATH Keywords

Poisson random measurestochastic equationcontinuous-state branching processdependent immigrationYamada-Watanabe type condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)

Abstract: We prove the existence and pathwise uniqueness of the solution to a stochastic integral equation driven by Poisson random measures based on Kuznetsov measures for a continuous-state branching process. That gives a direct construction of the sample path of a continuous-state branching process with dependent immigration. The immigration rates depend on the population size via some functions satisfying a Yamada--Watanabe type condition. We only assume the existence of the first moment of the process. The existence of excursion law for the continuous-state branching process is not required. By special choices of the ingredients, we can make changes in the branching mechanism or construct models with competition.

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Cited in

(6)

• Skeletal stochastic differential equations for continuous-state branching processes
• Moments and large deviations for supercritical branching processes with immigration in random environments
• A conditioned continuous-state branching process with applications
• Moments, large and moderate deviations for branching random walks with immigration in random environments
• Continuous-state branching processes with dependent immigration
• A scaling limit of controlled branching processes

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