| 带有相依移民的连续状态分枝过程 |
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| 引用本文： | 李增沪,张卫.带有相依移民的连续状态分枝过程[J].中国科学:数学,2019(3):415-432. |
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| 作者姓名： | 李增沪 张卫 |
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| 作者单位： | 北京师范大学数学科学学院 |
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| 基金项目： | 国家自然科学基金(批准号:11531001和11626245)资助项目 |
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| 摘 要： | 通过求解由轨道空间上的Poisson随机测度驱动的随机积分方程,对于满足Yamada-Watanabe型条件的移民速度函数,本文给出了带相依移民连续状态分枝过程的构造.此构造改进了Dawson和Li (2003)、Fu和Li (2004)和Li (2011)等在Lipschitz条件下的结果.
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| 关 键 词： | 连续状态分枝过程 相依移民 随机积分方程 Poisson随机测度 Yamada-Watanabe型条件 |
Continuous-state branching processes with dependent immigration |
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| Zenghu Li,Wei Zhang.Continuous-state branching processes with dependent immigration[J].Scientia Sinica Mathemation,2019(3):415-432. |
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| Authors: | Zenghu Li Wei Zhang |
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| Abstract: | By solving a stochastic integral equation driven by Poisson random measures on a path space,we construct a continuous-state branching process with dependent immigration under a Yamada-Watanabe type condition for the immigration rate functions.This construction improves the results under Lipschitz conditions obtained by Dawson and Li(2003),Fu and Li(2004),Li(2011)and others. |
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| Keywords: | continuous-state branching process dependent immigration stochastic integral equation Poisson random measure Yamada-Watanabe type condition |
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