Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration

By Mátyás Barczy, Zenghu Li, Gyula Pap. 2014

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A multi-type continuous state and continuous time branching process with immigration satisfying some moment conditions is identied as a pathwise unique strong solution of certain stochastic dierential equation with jumps.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/604e4c3a6a052dd97c1704b0aae4d9c70223cda8