Stochastic equations for two-type continuous-state branching processes with immigration and competition

被引：6

作者：

Ma, Rugang ^{[1
]}

机构：

[1] Cent Univ Finance & Econ, Sch Math & Stat, Beijing 100081, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2014年 / 91卷

关键词：

Continuous-state branching process; Immigration; Competition; Stochastic integral equation; Strong solution; Comparison property;

D O I：

10.1016/j.spl.2014.04.018

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：

A class of two-type continuous-state branching processes with immigration and competition is constructed as the solution of a jump-type stochastic integral equation system. We first show that the stochastic equation system has a pathwise unique non-negative strong solution and then prove the comparison property of the solution. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：83 / 89

页数：7

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