Stochastic equations for two-type continuous-state branching processes in varying environments
Probability
2025-02-07 v1
Abstract
A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison property of solutions. As an application of the main result, we give characterizations of some positive integral functionals of the process in terms of Laplace transforms.
Cite
@article{arxiv.2502.03890,
title = {Stochastic equations for two-type continuous-state branching processes in varying environments},
author = {Zenghu Li and Junyan Zhang},
journal= {arXiv preprint arXiv:2502.03890},
year = {2025}
}