scientific article; zbMATH DE number 3383360

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

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