Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
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Publication:5248331
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.
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Cited in
(36)- On transformations of linear diffusions into continuous state branching
- Extinction properties of multi-type continuous-state branching processes
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
- Stochastic equations for two-type continuous-state branching processes with immigration
- Backbone decomposition of multitype superprocesses
- On the boundary behavior of multi-type continuous-state branching processes with immigration
- On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system
- Spatial birth-and-death processes with a finite number of particles
- Existence of densities for multi-type continuous-state branching processes with immigration
- Law of large numbers for supercritical superprocesses with non-local branching
- Stochastic equations for two-type continuous-state branching processes with immigration and competition
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
- Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration
- On convergence properties of infinitesimal generators of scaled multitype CBI processes
- Statistical inference for critical continuous state and continuous time branching processes with immigration
- Moment formulas for multitype continuous state and continuous time branching process with immigration
- Almost sure growth of supercritical multi-type continuous-state branching process
- Sample paths of continuous-state branching processes with dependent immigration
- Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices
- Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration
- On the anisotropic stable JCIR process
- Stochastic equations and ergodicity for two-type continuous-state branching processes with immigration in Lévy random environments
- Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
- The stationary and quasi-stationary properties of neutral multi-type branching process diffusions
- On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances
- Extinction times of multitype continuous-state branching processes
- Long-time behavior for subcritical measure-valued branching processes with immigration
- On distributions of jumps of multi-type CBI processes
- Uniqueness problem for the backward differential equation of a continuous-state branching process
- Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
- On multitype branching processes with interaction
- Stochastic equations for two-type continuous-state branching processes in varying environments
- Berry-Esseen bounds and Cramér-type moderate deviations for the sample mean and the MLE of the growth rate for a jump-type CIR process
- Two-type branching processes with immigration, and the structured coalescents
- Existence of limiting distribution for affine processes
- Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration
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