Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
From MaRDI portal
Publication:5248331
zbMATH Open1312.60074arXiv1403.0245MaRDI QIDQ5248331FDOQ5248331
Mátyás Barczy, Gyula Pap, Zenghu Li
Publication date: 7 May 2015
Abstract: A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identified as a pathwise unique strong solution of certain stochastic differential equation with jumps.
Full work available at URL: https://arxiv.org/abs/1403.0245
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Cited In (26)
- Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration
- On the anisotropic stable JCIR process
- Law of large numbers for supercritical superprocesses with non-local branching
- On convergence properties of infinitesimal generators of scaled multitype CBI processes
- Moment formulas for multitype continuous state and continuous time branching process with immigration
- On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances
- On the boundary behavior of multi-type continuous-state branching processes with immigration
- Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices
- The stationary and quasi-stationary properties of neutral multi-type branching process diffusions
- Long-time behavior for subcritical measure-valued branching processes with immigration
- Spatial birth-and-death processes with a finite number of particles
- Uniqueness problem for the backward differential equation of a continuous-state branching process
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
- Statistical inference for critical continuous state and continuous time branching processes with immigration
- Backbone decomposition of multitype superprocesses
- Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
- Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
- On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system
- Existence of limiting distribution for affine processes
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
- Extinction times of multitype continuous-state branching processes
- Existence of densities for multi-type continuous-state branching processes with immigration
- Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration
- Almost sure growth of supercritical multi-type continuous state branching process
- Extinction properties of multi-type continuous-state branching processes
- Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration
This page was built for publication: Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5248331)
