Stochastic equations for two-type continuous-state branching processes in varying environments
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
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| _version_ | 1866929700522164224 |
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| author | Li, Zenghu Zhang, Junyan |
| author_facet | Li, Zenghu Zhang, Junyan |
| contents | A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison property of solutions. As an application of the main result, we give characterizations of some positive integral functionals of the process in terms of Laplace transforms. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_03890 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Stochastic equations for two-type continuous-state branching processes in varying environments Li, Zenghu Zhang, Junyan Probability A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison property of solutions. As an application of the main result, we give characterizations of some positive integral functionals of the process in terms of Laplace transforms. |
| title | Stochastic equations for two-type continuous-state branching processes in varying environments |
| topic | Probability |
| url | https://arxiv.org/abs/2502.03890 |