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arXiv:1403.0245 [math.PR]AbstractReferencesReviewsResources

Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration

Matyas Barczy, Zenghu Li, Gyula Pap

Published 2014-03-02, updated 2015-02-10Version 2

A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identified as a pathwise unique strong solution of certain stochastic differential equation with jumps.

Comments: 42 pages
Categories: math.PR
Subjects: 60H10, 60J80
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