Ornstein-Uhlenbeck type processes and branching processes with immigration

被引：10

作者：

Li, ZH ^{[1
]}

机构：

[1] Beijing Normal Univ, Dept Math, Beijing 100875, Peoples R China

来源：

JOURNAL OF APPLIED PROBABILITY | 2000年 / 37卷 / 03期

关键词：

branching process; immigration; Levy process; Ornstein-Uhlenbeck type process; fluctuation limit;

D O I：

10.1017/S0021900200015862

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is shown that an Ornstein-Uhlenbeck type process associated with a spectrally positive Levy process can be obtained as the fluctuation limits of both discrete state and continuous state branching processes with immigration.

引用

页码：627 / 634

页数：8

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