Proof(s) of the Lamperti representation of continuous-state branching processes
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Publication:980783
DOI10.1214/09-PS154zbMath1194.60053arXiv0802.2693MaRDI QIDQ980783
Gerónimo Uribe Bravo, Amaury Lambert, Maria-Emilia Caballero
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.2693
random time changecontinuous-state branching processesstochastic integral equationsSkorohod topologyspectrally positive Lévy processes
Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)
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