scientific article; zbMATH DE number 3383360

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Random creation and dispersion of mass
Continuous branching processes and spectral positivity
Local extinction in continuous-state branching processes with immigration
Optimal filtering and the dual process
Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\)
Bessel diffusions as a one-parameter family of diffusion processes
A general continuous-state nonlinear branching process
On the asymptotic behavior of a subcritical branching process with immigration
Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices
What is the natural scale for a Lévy process in modelling term structure of interest rates?
Moments of continuous-state branching processes with or without immigration
On transformations of linear diffusions into continuous state branching
Markov chain approximations to scale functions of Lévy processes
Stochastic equations, flows and measure-valued processes
Models and approximations for random genetic drift
Some asymptotic results for the branching process with immigration
Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation
A fluctuation type limit theorem for Jiřina processes with immigration
Continuous-state branching processes in Lévy random environments
Some properties of stationary continuous state branching processes
Stochastic equations of non-negative processes with jumps
Skew convolution semigroups and affine Markov processes
Fractional intertwinings between two Markov semigroups
Convergence of a sequence of nearly critical branching processes with immigration
A Limit Theorem for Discrete Galton-Watson Branching Processes with Immigration
Discontinuous superprocesses with dependent spatial motion
Lifetime and compactness of range super-Brownian motion with a general branching mechanism
Branching processes in a Lévy random environment
Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration
On estimation of the variances for critical branching processes with immigration
Estimation for discretely observed continuous state branching processes with immigration
Limit theorems for continuous state branching processes with immigration
Spectral representation for branching processes with immigration on the real half line
A Lamperti-type representation of continuous-state branching processes with immigration
On the hitting times of continuous-state branching processes with immigration
Stochastic equations for two-type continuous-state branching processes with immigration
A Weak Limit Theorem for Generalized Jiřina Processes
Affine processes are regular
Smaller population size at the MRCA time for stationary branching processes
A continuous-state polynomial branching process
Affine processes and applications in finance
Large deviations for squared radial Ornstein-Uhlenbeck processes.
Functional limit theorems for critical processes with immigration
Catalytic discrete state branching models and related limit theorems
Continuum random trees and branching processes with immigration
Branching processes. II
Option pricing in a one-dimensional affine term structure model via spectral representations
A limit theorem for the Galton-Watson branching processes with immigration
Changing the branching mechanism of a continuous state branching process using immigration
Measure-valued branching processes with immigration
Limit theorems for continuous-state branching processes with immigration
Branching processes with immigration and related topics
Diffusion approximation of an array of controlled branching processes
Squared Bessel processes of positive and negative dimension embedded in Brownian local times
On the limit distributions of continuous-state branching processes with immigration
The sector constants of continuous state branching processes with immigration
Lamperti-type laws
Conditioned super-Brownian motion
Time-changed CIR default intensities with two-sided mean-reverting jumps
The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
On the boundary behavior of multi-type continuous-state branching processes with immigration
Parameter estimation in two-type continuous-state branching processes with immigration
The affine LIBOR models
Continuous-state branching processes with immigration
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
A conditioned continuous-state branching process with applications
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. (Martingale properties, explosions and Levy-Khinchine representation of measure valued branching processes)
Clustering effects via Hawkes processes
Strong feller and ergodic properties of the (1+1)-affine process
Limit theorems for flows of branching processes
Stochastic Volterra equations for the local times of spectrally positive stable processes
Exponential ergodicity for stochastic equations of nonnegative processes with jumps
Weak convergence of continuous-state branching processes with large immigration
Stochastic equations for two-type continuous-state branching processes with immigration and competition
Time to most recent common ancestor for stationary continuous state branching processes with immigration
Estimation of a pure-jump stable Cox-Ingersoll-Ross process
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
Species dynamics in the two-parameter Poisson-Dirichlet diffusion model
Multiple yield curve modelling with CBI processes
Continuous-state branching processes with spectrally positive migration
Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
Integral functionals for spectrally positive Lévy processes
Equivalence of mean-field avalanches and branching diffusions: from the Brownian force model to the super-Brownian motion
CBI-time-changed Lévy processes
CBI-time-changed Lévy processes for multi-currency modeling
Continuous time mixed state branching processes and stochastic equations
Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps
The microstructure of stochastic volatility models with self-exciting jump dynamics
Uniqueness problem for the backward differential equation of a continuous-state branching process
TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
Stationary distributions for a class of generalized Fleming-Viot processes
A self-exciting modeling framework for forward prices in power markets
Path-valued branching processes and nonlocal branching superprocesses
Sample paths of continuous-state branching processes with dependent immigration
Smoothness of continuous state branching with immigration semigroups
Slow diffusion for a Brownian motion with random reflecting barriers
A scaling limit of controlled branching processes
The Gorin-Shkolnikov identity and its random tree generalization

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