Continuous state branching processes arise as rescaled limits of discrete branching ones. Those processes can be characterized using the Laplace transforms and as the time-change of Levy processes. They can also be characterized using martingale problems or stochastic equations. In a typical case, the stochastic equation is driven by a one-sided stable process. The strong uniqueness of solutions to those equations was proved recently. A continuous state branching process can also be decomposed into excursions away from the trap zero. A state-dependent immigration structure can be given using a stochastic equation driven by a Poisson random measure on the space excursions. This also gives an alternate approach to change the branching mechani...
The notion of self-decomposability for N0-valued random variables as introduced by Steutel and van H...
For about half a century, two classes of stochastic processes-Gaussian processes and processes with ...
AbstractWe study stochastic equations of non-negative processes with jumps. The existence and unique...
We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) con...
We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) con...
Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of gener...
Abstract. We study stochastic equations of non-negative processes with jumps. The existence and uniq...
In this talk, we analyze the strong solution of a particular family of stochastic differential equat...
Abstract. Guided by the relationship between the breadth-first walk of a rooted tree and its sequenc...
We consider continuous state branching processes (CSBP) with additional multi-plicative jumps modeli...
Motivated by the stochastic Lotka-Volterra model, we introduce discrete-state interacting multitype ...
The notion of self-decomposability for N0-valued random variables as introduced by Steutel and van H...
The notion of self-decomposability for N0-valued random variables as introduced by Steutel and van H...
AbstractWe consider the class of continuous-state branching processes with immigration (CBI-processe...
The notion of self-decomposability for N0-valued random variables as introduced by Steutel and van H...
The notion of self-decomposability for N0-valued random variables as introduced by Steutel and van H...
For about half a century, two classes of stochastic processes-Gaussian processes and processes with ...
AbstractWe study stochastic equations of non-negative processes with jumps. The existence and unique...
We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) con...
We study the pathwise description of a (sub-)critical continuous-state branching process (CSBP) con...
Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of gener...
Abstract. We study stochastic equations of non-negative processes with jumps. The existence and uniq...
In this talk, we analyze the strong solution of a particular family of stochastic differential equat...
Abstract. Guided by the relationship between the breadth-first walk of a rooted tree and its sequenc...
We consider continuous state branching processes (CSBP) with additional multi-plicative jumps modeli...
Motivated by the stochastic Lotka-Volterra model, we introduce discrete-state interacting multitype ...
The notion of self-decomposability for N0-valued random variables as introduced by Steutel and van H...
The notion of self-decomposability for N0-valued random variables as introduced by Steutel and van H...
AbstractWe consider the class of continuous-state branching processes with immigration (CBI-processe...
The notion of self-decomposability for N0-valued random variables as introduced by Steutel and van H...
The notion of self-decomposability for N0-valued random variables as introduced by Steutel and van H...
For about half a century, two classes of stochastic processes-Gaussian processes and processes with ...
AbstractWe study stochastic equations of non-negative processes with jumps. The existence and unique...