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

Rugang Ma

Statistics & Probability Letters, 2014, vol. 91, issue C, 83-89

Abstract: 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.

Keywords: Continuous-state branching process; Immigration; Competition; Stochastic integral equation; Strong solution; Comparison property (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2014.04.018

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