Distributional properties of jumps of multi-type CBI processes-Reference-Cited by-同舟云学术

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Distributional properties of jumps of multi-type CBI processes

Published:2024-01-01 Issue:none Volume:29 Page:
ISSN:1083-6489
Container-title:Electronic Journal of Probability
language:
Short-container-title:Electron. J. Probab.

Author:

Barczy Mátyás¹,Palau Sandra²

Affiliation:

1. HUN-REN–SZTE Analysis and Applications Research Group, Bolyai Institute, University of Szeged, Aradi vértanúk tere 1, H–6720 Szeged, Hungary

2. Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas, Universidad Nacional Autónoma de México, CDMX, 04510, Ciudad de México, México

Publisher

Institute of Mathematical Statistics

Reference29 articles.

1. Applebaum, D. (2009). Lévy Processes and Stochastic Calculus, 2nd ed. Cambridge University Press, Cambridge.

2. Barczy, M., Li, Z. and Pap, G. (2015). Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration. ALEA. Latin American Journal of Probability and Mathematical Statistics 12(1) 129–169.

3. Barczy, M. and Palau, S. (2023). On distributions of jumps of multi-type CBI processes. arXiv:2308.05639.

4. Barczy, M., Palau, S. and Pap, G. (2020). Almost sure, $L_{1}$ - and $L_{2}$ -growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration. Science China Mathematics 63(10) 2089–2116.

5. Barczy, M., Palau, S. and Pap, G. (2021). Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration. Advances in Applied Probability 53(4) 1023–1060.

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