Related papers: Boundary behavior of multi-type continuous-state b…
In this paper, we consider $n$-type Markov branching processes with immigration and resurrection. The uniqueness criteria are first established. Then, a new method is found and the explicit expression of extinction probability is…
We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type…
In this paper we study the conditional limit theorems for critical continuous-state branching processes with branching mechanism $\psi(\lambda)=\lambda^{1+\alpha}L(1/\lambda)$ where $\alpha\in [0,1]$ and $L$ is slowly varying at $\infty$.…
We establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…
The current paper focuses on studying the impact of immigration with an infinite mean, driven by a discrete-stable compound Poisson process, when it is entering the branching environment with infinite variance of reproduction. Our goal is…
We study a genealogical model for continuous-state branching processes with immigration with a (sub)critical branching mechanism. This model allows the immigrants to be on the same line of descent. The corresponding family tree is an…
The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…
The boundary behavior of continuous-state branching processes with quadratic competition is studied in whole generality. We first observe that despite competition, explosion can occur for certain branching mechanisms. We obtain a necessary…
A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…
In this paper, we consider certain linear-fractional branching processes with immigration in varying environments. For $n\ge0,$ let $Z_n$ counts the number of individuals of the $n$-th generation, which excludes the immigrant which enters…
In this paper, we investigate the asymptotic behaviors of the critical branching process with immigration $\{Z_n, n\ge 0\}$. First we get some estimation for the probability generating function of $Z_n$. Based on it, we get a large…
We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…
We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove…
We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations.
We prove the existence and pathwise uniqueness of the solution to a stochastic integral equation driven by Poisson random measures based on Kuznetsov measures for a continuous-state branching process. That gives a direct construction of the…
The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson ran- dom measures. Some criteria for the regularity, recurrence, ergodicity and strong…
The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…
Under mild non-degeneracy assumptions on branching rates in each generation, we provide a criterion for almost-sure extinction of a multi-type branching process with time-dependent branching rates. We also provide a criterion for the total…
We develop a modelling framework for multiple yield curves driven by continuous-state branching processes with immigration (CBI processes). Exploiting the self-exciting behavior of CBI jump processes, this approach can reproduce the…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…