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Uniqueness Problem for the Backward Differential Equation of a Continuous-State Branching Process.
- 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]
- Subjects :
- *BRANCHING processes
*DIFFERENTIAL equations
*STOCHASTIC systems
*EQUATIONS
Subjects
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