Stochastic equations and ergodicity for two‐type continuous‐state branching processes with immigration in Lévy random environments
Author:
Affiliation:
1. Department of Mathematics, Institute for Nonlinear ScienceDonghua University Shanghai 201620 China
2. School of Mathematical SciencesBeijing Normal University Beijing 100875 China
Funder
Fundamental Research Funds for the Central Universities
National Natural Science Foundation of China
Publisher
Wiley
Subject
General Engineering,General Mathematics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.6493
Reference13 articles.
1. Stochastic equations, flows and measure-valued processes
2. Continuous-State Branching Processes in Lévy Random Environments
3. Stochastic differential equation with jumps for multi‐type continuous state and continuous time branching processes with immigration;Mátyás B;ALEA Lat Am J Probab Math Stat,2015
4. JinP KremerJ RüdigerB.Existence of limiting distribution for affine processes. arxiv:1812.05402v1;2018.
5. Multi-type subcritical branching processes in a random environment
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1. Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments;Journal of Theoretical Probability;2022-12-19
2. On the extinction of continuous-state branching processes in random environments;AIMS Mathematics;2021
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