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arXiv · 2502.03890

Stochastic equations for two-type continuous-state branching processes in varying environments

Zenghu Li·Junyan Zhang
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Abstract

A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison property of solutions. As an application of the main result, we give characterizations of some positive integral functionals of the process in terms of Laplace transforms.

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Zenghu Li, Junyan Zhang. 2025-02-06. Stochastic equations for two-type continuous-state branching processes in varying environments. https://arxiv.org/abs/2502.03890

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