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arXiv · 1403.0245

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

Matyas Barczy·Zenghu Li·Gyula Pap
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Abstract

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

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Matyas Barczy, Zenghu Li, Gyula Pap. 2014-03-02. Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration. https://arxiv.org/abs/1403.0245

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