Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity

P. G. Buckholtz and M. T. Wasan

Journal of Multivariate Analysis, 1982, vol. 12, issue 4, 493-507

Abstract: In this paper a diffusion approximation to the two-type Galton-Watson branching processes with mean matrix close to the identity is given in the form of Berstein stochastic differentials. An associated diffusion equation is found using an extension of the one-dimensional Bernstein technique. Expressions for the mean vector and covariance matrix of the diffusion approximation are derived.

Keywords: Multitype; branching; process; stochastic; differentials; diffusion; approximation (search for similar items in EconPapers)
Date: 1982
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