A measure-valued process describes the evolution of a population that evolves according to
the law of chance. In this chapter we provide some basic characterizations and constructions …

This work is devoted to the study of conservative affine processes on the canonical state
space D=R_+^m*R^n, where m+n>0. We show that each affine process can be obtained as …

In this paper, sufficient conditions are given for the existence of limiting distribution of a
conservative affine process on the canonical state space R⩾ 0 m× R n, where m, n∈ Z⩾ 0 …

Recently in Barczy et al.(2015), the notion of a multi-type continuous-state branching
process (with immigration) having d-types was introduced as a solution to an d-dimensional …

We consider a continuous-time branching random walk on a multidimensional lattice with
two types of particles and an infinite number of initial particles. The main results are devoted …

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 …

We investigate the anisotropic stable JCIR process which is a multi-dimensional extension
of the stable JCIR process but also a multi-dimensional analogue of the classical JCIR …

The distributional properties of a multi-dimensional continuous-state branching process are
determined by its cumulant semigroup, which is defined by the backward differential …

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 …

In this work, we study ergodicity of continuous time Markov processes on state space
$\mathbb {R} _ {\geq 0}:=[0,\infty) $ obtained as unique strong solutions to stochastic …