Continuous Time Mixed State Branching Processes and Stochastic Equations

DOI10.1007/S10473-021-0504-7MaRDI QIDQ6366200arXivFDO

Authors Shukai Chen, Zenghu Li

Publication date 26 April 2021

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)

Abstract: A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic equation system we derive the distribution of local jumps and the exponential ergodicity in Wasserstein-type distances of the transition semigroup is given. Meanwhile, we study immigration structures associated with the process and prove the existence of the stationary distribution of the process with immigration.

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