Stochastic Equations for Two-type Continuous-state Branching Processes with Immigration

被引：0

作者：

Ru Gang MA ^{[1
]}

机构：

[1] School of Mathematical Sciences,Beijing Normal University

来源：

Acta Mathematica Sinica,English Series | 2013年 / 02期

关键词：

Continuous-state branching process; immigration; stochastic integral equation; comparison property; strong solution;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：287 / 294

页数：8

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