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Branching Processes with Immigration and Related Topics |
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| Authors: | Zeng-hu Li |
| Institution: | (1) School of Mathematical Sciences, Beijing Normal University, Beijing, 100875, China |
| Abstract: | This is a survey on the recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes, and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the connections in those processes. |
| Keywords: | branching process immigration measure-valued process affine process Ornstein-Uhlenbeck process skew convolution semigroup stochastic equation fluctuation limit |
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