A limit theorem for the continuous state branching process

Yi Ci Zhang

Stochastic Processes and their Applications, 1983, vol. 14, issue 2, 175-186

Abstract: In this paper we discuss the limit of the martingale e-[alpha]tKt as t-->[infinity], where Xt is a continuous state branching process and E[Xt] = e[alpha]t. The important case is [alpha] > 0. Necessary and sufficient conditions are given for the limit to be positive.

Date: 1983
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