scientific article; zbMATH DE number 3383360
From MaRDI portal
Publication:5653423
zbMATH Open0242.60034MaRDI QIDQ5653423FDOQ5653423
Kiyoshi Kawazu, Shinzo Watanabe
Publication date: 1971
Title of this publication is not available (Why is that?)
Cited In (only showing first 100 items - show all)
- On the asymptotic behavior of a subcritical branching process with immigration
- 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
- Smaller population size at the MRCA time for stationary branching processes
- On estimation of the variances for critical branching processes with immigration
- Conditioned super-Brownian motion
- Convergence of a sequence of nearly critical branching processes with immigration
- Branching processes. II
- Bessel diffusions as a one-parameter family of diffusion processes
- Stochastic equations, flows and measure-valued processes
- Lamperti-type laws
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- Continuous-state branching processes in Lévy random environments
- Branching processes in a Lévy random environment
- A limit theorem for the Galton-Watson branching processes with immigration
- Diffusion approximation of an array of controlled branching processes
- Moments of continuous-state branching processes with or without immigration
- Lifetime and compactness of range super-Brownian motion with a general branching mechanism
- A Weak Limit Theorem for Generalized Jiřina Processes
- 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
- What is the natural scale for a Lévy process in modelling term structure of interest rates?
- Estimation for discretely observed continuous state branching processes with immigration
- Limit theorems for continuous state branching processes with immigration
- Affine processes and applications in finance
- Squared Bessel processes of positive and negative dimension embedded in Brownian local times
- The affine LIBOR models
- 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)
- Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\)
- Affine processes are regular
- Parameter estimation in two-type continuous-state branching processes with immigration
- Local extinction in continuous-state branching processes with immigration
- Optimal filtering and the dual process
- Some properties of stationary continuous state branching processes
- A continuous-state polynomial branching process
- A conditioned continuous-state branching process with applications
- A general continuous-state nonlinear branching process
- Some asymptotic results for the branching process with immigration
- Fractional intertwinings between two Markov semigroups
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
- Discontinuous superprocesses with dependent spatial motion
- Measure-valued branching processes with immigration
- Pricing of Catastrophe Insurance Options Under Immediate Loss Reestimation
- Spectral representation for branching processes with immigration on the real half line
- Large deviations for squared radial Ornstein-Uhlenbeck processes.
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
- Models and approximations for random genetic drift
- A fluctuation type limit theorem for Jiřina processes with immigration
- Limit theorems for continuous-state branching processes with immigration
- Continuous-State Branching Processes with Immigration
- Stochastic equations for two-type continuous-state branching processes with immigration
- Time-changed CIR default intensities with two-sided mean-reverting jumps
- A Lamperti-type representation of continuous-state branching processes with immigration
- On the limit distributions of continuous-state branching processes with immigration
- The sector constants of continuous state branching processes with immigration
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
- Continuous branching processes and spectral positivity
- On transformations of linear diffusions into continuous state branching
- A Limit Theorem for Discrete Galton-Watson Branching Processes with Immigration
- On the hitting times of continuous-state branching processes with immigration
- Markov chain approximations to scale functions of Lévy processes
- Skew convolution semigroups and affine Markov processes
- Stochastic equations of non-negative processes with jumps
- Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration
- Random creation and dispersion of mass
- Changing the branching mechanism of a continuous state branching process using immigration
- Branching processes with immigration and related topics
- Sample paths of continuous-state branching processes with dependent immigration
- Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
- Path-valued branching processes and nonlocal branching superprocesses
- 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
- Stochastic Volterra equations for the local times of spectrally positive stable processes
- Integral functionals for spectrally positive Lévy processes
- Measure-valued affine and polynomial diffusions
- From tick data to semimartingales
- Limit theorems for flows of branching processes
- Clustering Effects via Hawkes Processes
- Continuous-state branching processes with spectrally positive migration
- Equivalence of mean-field avalanches and branching diffusions: from the Brownian force model to the super-Brownian motion
- Long-time behavior for subcritical measure-valued branching processes with immigration
- Uniqueness problem for the backward differential equation of a continuous-state branching process
- Slow diffusion for a Brownian motion with random reflecting barriers
- Inhomogeneous affine Volterra processes
- Time to most recent common ancestor for stationary continuous state branching processes with immigration
- Multiple yield curve modelling with CBI processes
- Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions
- Alpha-CIR model with branching processes in sovereign interest rate modeling
- Species Dynamics in the Two-Parameter Poisson-Dirichlet Diffusion Model
- Estimation of a pure-jump stable Cox-Ingersoll-Ross process
- The Gorin-Shkolnikov identity and its random tree generalization
- Stochastic equations for two-type continuous-state branching processes with immigration and competition
- The microstructure of stochastic volatility models with self-exciting jump dynamics
- Smoothness of continuous state branching with immigration semigroups
- Epidemics on critical random graphs with heavy-tailed degree distribution
- Measure-branching renewal processes
- Strong feller and ergodic properties of the (1+1)-affine process
- Weak convergence of continuous-state branching processes with large immigration
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5653423)
