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
收藏
页码：627 / 634
页数：8
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