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Detalles Bibliográficos
Autores principales: Li, Pei-Sen, Li, Zenghu
Formato: Preprint
Publicado: 2024
Materias:
Acceso en línea:https://arxiv.org/abs/2405.05879
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  • The distributional properties of a multi-dimensional continuous-state branching process are determined by its cumulant semigroup, which is defined by the backward differential equation. We provide a proof of the assertion of Rhyzhov and Skorokhod (Theory Probab. Appl., 1970) on the uniqueness of the solutions to the equation, which is based on a characterization of the process as the pathwise unique solution to a system of stochastic equations.