Stochastic equations for two-type continuous-state branching processes with immigration and competition

被引：6
|
作者：
Ma, Rugang [1 ]
机构：
[1] Cent Univ Finance & Econ, Sch Math & Stat, Beijing 100081, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2014年 / 91卷
关键词：
Continuous-state branching process; Immigration; Competition; Stochastic integral equation; Strong solution; Comparison property;
D O I：
10.1016/j.spl.2014.04.018
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A class of two-type continuous-state branching processes with immigration and competition is constructed as the solution of a jump-type stochastic integral equation system. We first show that the stochastic equation system has a pathwise unique non-negative strong solution and then prove the comparison property of the solution. (C) 2014 Elsevier B.V. All rights reserved.
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页码：83 / 89
页数：7
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