Back to Search Start Over

Uniqueness Problem for the Backward Differential Equation of a Continuous-State Branching Process.

Authors :
Li, Pei Sen
Li, Zeng Hu
Source :
Acta Mathematica Sinica. Jul2024, p1-12.
Publication Year :
2024

Abstract

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 (<italic>Theory Probab. Appl.</italic>, 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
14398516
Database :
Academic Search Index
Journal :
Acta Mathematica Sinica
Publication Type :
Academic Journal
Accession number :
178351502
Full Text :
https://doi.org/10.1007/s10114-024-3107-0