Almost sure growth of supercritical multi-type continuous state branching process
In Li (2011), Example 2.2, the notion of a multi-type continuous-state branching process
(MCSBP) was introduced with a finite number of types, with the countably infinite case being …
(MCSBP) was introduced with a finite number of types, with the countably infinite case being …
On distributions of jumps of multi-type CBI processes
We study the distributional properties of jumps of multi-type continuous state and continuous
time branching processes with immigration (multi-type CBI processes). We derive an …
time branching processes with immigration (multi-type CBI processes). We derive an …
Diffusion approximation of critical controlled multi-type branching processes
M Barczy, M González, P Martín-Chávez… - Revista de la Real …, 2024 - Springer
Branching processes form an important family of stochastic processes that have been
successfully applied in many fields. In this paper, we focus our attention on controlled multi …
successfully applied in many fields. In this paper, we focus our attention on controlled multi …
Moment formulas for multitype continuous state and continuous time branching process with immigration
Recursions for moments of multitype continuous state and continuous time branching
process with immigration are derived. It turns out that the kk th (mixed) moments and the kk …
process with immigration are derived. It turns out that the kk th (mixed) moments and the kk …
Extinction times of multitype continuous-state branching processes
L Chaumont, M Marolleau - Annales de l'Institut Henri Poincare (B) …, 2023 - projecteuclid.org
A multitype continuous-state branching process (MCSBP) Z=(Z t) t≥ 0, is a Markov process
with values in [0,∞) d that satisfies the branching property. Its distribution is characterised by …
with values in [0,∞) d that satisfies the branching property. Its distribution is characterised by …
Almost sure, L1- and L2-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration
Under a first order moment condition on the immigration mechanism, we show that an
appropriately scaled supercritical and irreducible multi-type continuous state and continuous …
appropriately scaled supercritical and irreducible multi-type continuous state and continuous …
Distributional properties of jumps of multi-type CBI processes
We study the distributional properties of jumps of multi-type continuous state and continuous
time branching processes with immigration (multi-type CBI processes). We derive an …
time branching processes with immigration (multi-type CBI processes). We derive an …
Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration
Under a fourth-order moment condition on the branching and a second-order moment
condition on the immigration mechanisms, we show that an appropriately scaled projection …
condition on the immigration mechanisms, we show that an appropriately scaled projection …
Spine decomposition and criterion for superprocesses with non-local branching mechanisms
In this paper, we provide a pathwise spine decomposition for superprocesses with both local
and non-local branching mechanisms under a martingale change of measure. This result …
and non-local branching mechanisms under a martingale change of measure. This result …
[PDF][PDF] Spine decomposition and L log L criterion for superprocesses with non-local branching mechanisms
In this paper, we provide a pathwise spine decomposition for superprocesses with both local
and non-local branching mechanisms under a martingale change of measure. This result …
and non-local branching mechanisms under a martingale change of measure. This result …