Existence of densities for multi-type continuous-state branching processes with immigration-Reference-Cited by-同舟云学术

Existence of densities for multi-type continuous-state branching processes with immigration

Published:2020-09 Issue:9 Volume:130 Page:5426-5452
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Friesen Martin,Jin Peng,Rüdiger Barbara

Funder

STU Scientific Research Foundation for Talents, China

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference41 articles.

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3. The Malliavin calculus for pure jump processes and applications to local time;Bass;Ann. Probab.,1986

4. A Lamperti-type representation of continuous-state branching processes with immigration;Caballero;Ann. Probab.,2013

5. Affine processes on R+m×Rn and multiparameter time changes;Caballero;Ann. Inst. Henri Poincaré Probab. Stat.,2017

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