Catalytic discrete state branching models and related limit theorems
DOI10.1007/S10959-008-0161-YzbMATH Open1153.60047OpenAlexW2025693702MaRDI QIDQ960182FDOQ960182
Authors: Chunhua Ma, Zenghu Li 
Publication date: 16 December 2008
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-008-0161-y
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Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Transition functions, generators and resolvents (60J35) Processes in random environments (60K37) Stochastic integral equations (60H20)
Cites Work
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Cited In (14)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data
- Limit theorems for flows of branching processes
- Limit theorems for continuous-time branching flows
- Catalytic branching processes via spine techniques and renewal theory
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
- Continuous-state branching processes with collisions: first passage times and duality
- Mutually catalytic branching in the plane: Finite measure states
- Fluctuation limit theorems for catalytic CBI-processes
- Limit theorems for continuous-state branching processes with immigration
- Continuous-State Branching Processes with Immigration
- A limit theorem of two-type Galton-Watson branching processes with immigration
- Near critical catalyst reactant branching processes with controlled immigration
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
- Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data
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