Continuous-State Branching Processes in Lévy Random Environments
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DOI: 10.1007/s10959-017-0765-1
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References listed on IDEAS
- 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.
- V. I. Afanasyev & C. Böinghoff & G. Kersting & V. A. Vatutin, 2012. "Limit Theorems for Weakly Subcritical Branching Processes in Random Environment," Journal of Theoretical Probability, Springer, vol. 25(3), pages 703-732, September.
- Li, Zenghu & Ma, Chunhua, 2015. "Asymptotic properties of estimators in a stable Cox–Ingersoll–Ross model," Stochastic Processes and their Applications, Elsevier, vol. 125(8), pages 3196-3233.
- Palau, S. & Pardo, J.C., 2017. "Continuous state branching processes in random environment: The Brownian case," Stochastic Processes and their Applications, Elsevier, vol. 127(3), pages 957-994.
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Cited by:
- Grégoire Véchambre, 2022. "General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes," Journal of Theoretical Probability, Springer, vol. 35(4), pages 2083-2144, December.
- Foucart, Clément & Vidmar, Matija, 2024. "Continuous-state branching processes with collisions: First passage times and duality," Stochastic Processes and their Applications, Elsevier, vol. 167(C).
- Shukai Chen & Rongjuan Fang & Xiangqi Zheng, 2023. "Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments," Journal of Theoretical Probability, Springer, vol. 36(3), pages 1572-1590, September.
- Ren, Yan-Xia & Xiong, Jie & Yang, Xu & Zhou, Xiaowen, 2022. "On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 50-90.
- Xu, Wei, 2023. "Asymptotics for exponential functionals of random walks," Stochastic Processes and their Applications, Elsevier, vol. 165(C), pages 1-42.
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Keywords
Continuous-state branching process; Random environment; Lévy process; Transition semigroup; Backward stochastic equation; Survival probability; Immigration; Ergodicity;All these keywords.
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