Continuous Time Mixed State Branching Processes and Stochastic Equations

DOI10.1007/S10473-021-0504-7arXiv2104.12960MaRDI QIDQ6366200FDOQ6366200

Publication date: 26 April 2021

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.

Mathematics Subject Classification ID

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

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