Lamperti transformation for continuous-state branching processes with competition and applications
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DOI: 10.1016/j.spl.2015.07.038
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- Fu, Zongfei & Li, Zenghu, 2010. "Stochastic equations of non-negative processes with jumps," Stochastic Processes and their Applications, Elsevier, vol. 120(3), pages 306-330, March.
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Keywords
Lamperti transformation; Continuous-state branching process; Competition; Stochastic equation;All these keywords.
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