Proof(s) of the Lamperti representation of continuous-state branching processes (Q980783)
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English | Proof(s) of the Lamperti representation of continuous-state branching processes |
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Proof(s) of the Lamperti representation of continuous-state branching processes (English)
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29 June 2010
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continuous-state branching processes
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spectrally positive Lévy processes
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random time change
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stochastic integral equations
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Skorohod topology
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