Continuous-state branching processes
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Publication:6231041
arXiv1202.3223MaRDI QIDQ6231041FDOQ6231041
Publication date: 15 February 2012
Abstract: These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes, extinction probabilities, conditional limit theorems, decompositions of sample paths, martingale problems, stochastic equations, Lamperti's transformations, independent and dependent immigration processes. Some of the results are simplified versions of those in the author's book "Measure-valued branching Markov processes" (Springer, 2011). We hope these simplified results will set out the main ideas in an easy way and lead the reader to a quick access of the subject.
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)
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