相关论文: Boundary behaviors for a continuous-state nonlinea…
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…
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…
This paper resolves a longstanding discussion of a mathematical problem important in contaminant hydrogeology and chemical-reaction engineering, by discussing the foundations for a conceptual model of a dilute miscible solute undergoing…
In this paper we study blow-up phenomena in general coupled nonlinear Schrodinger equations with different dispersion coefficients. We find sufficient conditions for blow-up and for the existence of global solutions. We discuss several…
We propose a list of conditions that consistency with thermodynamics imposes on linear and nonlinear generalizations of standard unitary quantum mechanics that assume a set of true quantum states without the restriction $\rho^2=\rho$ even…
We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but…
Nonlinear Markov chains with finite state space have been introduced in Kolokoltsov (2010). The characteristic property of these processes is that the transition probabilities do not only depend on the state, but also on the distribution of…
It is well-known that conditioning a supercritical (multi-type) branching process on the event that it eventually becomes extinct yields a subcritical branching process. We study the corresponding inverse problem: given a subcritical…
A curious connection exists between the theory of optimal stopping for independent random variables, and branching processes. In particular, for the branching process $Z_n$ with offspring distribution $Y$, there exists a random variable $X$…
Consider a branching process $\{Z_n\}$ in a varying environment. Let $\{W_n\}$ be the natural martingale $Z_n/{\bf E}Z_n$. It converges to some random variable $W$ as $n\to\infty$. An important problem is to show that ${\bf P}(W>0)$ equals…
In this short note, we provide an explicit sufficient condition for non-explosion of Crump--Mode--Jagers branching processes with pure birth reproduction. It shows that the standard sufficient condition for explosion, namely the convergence…
We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the $n$th moment of the process is a polynomial of the initial value of the process with…
In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…
In this work we give a complete description to the asymptotic behaviors of exponential functionals of L\'evy processes and divide them into five different types according to their convergence rates. Not only their exact convergence speeds…
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…
We consider a family of branching-selection particle systems in which particles branch at time dependent rate $r$ and are killed with a probability which is dependent on their rank via some function $\psi$. We show that, under fairly…
For a class of time-inhomogeneous SDEs with jumps, we establish criteria for the existence and uniqueness of the nonnegative solutions, and examine the extinction, the explosion together with the contractivity of the solutions, which…
We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…
A continuous-state branching process in varying environments is constructed by the pathwise unique solution to a stochastic integral equation driven by time-space noises. The process arises naturally in the limit theorem of Galton--Watson…
Chen [Ann. Appl. Probab. {\bf 11} (2001), 1242--1262] derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process.We extend Chen's results to a branching random walk…