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Stochastic equations for two-type continuous-state branching processes with immigration and competition

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  • Ma, Rugang

Abstract

A class of two-type continuous-state branching processes with immigration and competition is constructed as the solution of a jump-type stochastic integral equation system. We first show that the stochastic equation system has a pathwise unique non-negative strong solution and then prove the comparison property of the solution.

Suggested Citation

  • Ma, Rugang, 2014. "Stochastic equations for two-type continuous-state branching processes with immigration and competition," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 83-89.
  • Handle: RePEc:eee:stapro:v:91:y:2014:i:c:p:83-89
    DOI: 10.1016/j.spl.2014.04.018
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    References listed on IDEAS

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    1. 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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    Cited by:

    1. Kaj, Ingemar & Tahir, Daniah, 2019. "Stochastic equations and limit results for some two-type branching models," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 35-46.
    2. Shukai Chen, 2023. "On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances," Journal of Theoretical Probability, Springer, vol. 36(1), pages 315-330, March.

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