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Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration

机译：多类型连续跳跃的随机微分方程移民的状态和连续时间分支过程

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摘要

A multi-type continuous state and continuous time branching process withimmigration satisfying some moment conditions is identified as a pathwiseunique strong solution of certain stochastic differential equation with jumps.

机译：将具有一定矩条件的移民的多类型连续状态和连续时间分支过程确定为具有跳的某些随机微分方程的路径唯一强解。

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作者
Barczy, Matyas; Li, Zenghu; Pap, Gyula;
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年度 2015
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正文语种 {"code":"en","name":"English","id":9}
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专利

1. Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration [J] . Barczy Matyas, Pap Gyula Stochastics and dynamics . 2016,第4期

机译：临界，不可还原的多类型连续状态和带有移民的连续时间分支过程的渐近行为
2. Stochastic equations and ergodicity for two-type continuous-state branching processes with immigration in Levy random environments [J] . Qin Yuming, Zheng Xiangqi Mathematical Methods in the Applied Sciences . 2020,第15期

机译：随机方程和征收随机环境中移民的两型连续态分支过程的随机方程和遍历
3. Stochastic equations for two-type continuous-state branching processes with immigration and competition [J] . Rugang Ma Statistics & Probability Letters . 2014,第Null期

机译：具有迁移和竞争的两类连续状态分支过程的随机方程
4. Sufficiency of Markov policies for continuous-time Markov decision processes and solutions to Kolmogorov's forward equation for jump Markov processes [C] . Feinberg E.A., Mandava M., Shiryaev A.N. IEEE Annual Conference on Decision and Control . 2013

机译：连续时间马尔可夫决策过程的马尔可夫策略的充分性以及跳跃马尔可夫过程的Kolmogorov正方程的解
5. Dynamic risk measures and backward stochastic differential equations: From discrete to continuous time. [D] . Stadje, Mitja. 2009

机译：动态风险度量和后向随机微分方程：从离散时间到连续时间。
6. Infinite time interval backward stochastic differential equations with continuous coefficients [O] . Zhaojun Zong, Feng Hu -1

机译：具有连续系数的无限时间间隔后向随机微分方程
7. Almost sure, L1- and L2-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration [O] . Mátyás Barczy, Sandra Palau, Gyula Pap 2020

机译：超临界多型连续状态和移民的连续时间分支过程几乎确定，L1和L2 - 生长行为
8. Branching Processes with Continuous State Space Allowing Immigration [R] . Kallenberg, P. J. M. 1980

机译：具有连续状态空间的分支过程允许移民

Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration

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