Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
Probability
2016-07-25 v2
Abstract
A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identified as a pathwise unique strong solution of certain stochastic differential equation with jumps.
Cite
@article{arxiv.1403.0245,
title = {Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration},
author = {Matyas Barczy and Zenghu Li and Gyula Pap},
journal= {arXiv preprint arXiv:1403.0245},
year = {2016}
}
Comments
42 pages