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

被引：0
作者：
Ru Gang Ma
机构：
[1] Beijing Normal University,School of Mathematical Sciences
来源：
Acta Mathematica Sinica, English Series | 2013年 / 29卷
关键词：
Continuous-state branching process; immigration; stochastic integral equation; comparison property; strong solution; 60H20; 60J80;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A two-dimensional stochastic integral equation system with jumps is studied. We first prove its unique weak solution is a two-type continuous-state branching process with immigration. Then the comparison property of the solution is established. These results imply the existence and uniqueness of the strong solution of the stochastic equation system.
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页码：287 / 294
页数：7
相关论文
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