메뉴 건너뛰기




Volumn 45, Issue 4, 2008, Pages 1140-1160

Continuous-state branching processes and self-similarity

Author keywords

Conditioning to stay positive; Continuous state branching process; Lamperti representation; Positive; Self similar Markov process; Stable L vy process

Indexed keywords


EID: 58449089747     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1231340239     Document Type: Article
Times cited : (32)

References (28)
  • 1
    • 0003975247 scopus 로고    scopus 로고
    • Cambridge University Press
    • BERTOIN, J. (1996). Lévy Processes. Cambridge University Press.
    • (1996) Lévy Processes
    • BERTOIN, J.1
  • 2
    • 0141792413 scopus 로고    scopus 로고
    • The entrance laws of self-similar Markov processes and exponential functionals of Levy processes
    • BERTOIN, J. AND YOR, M. (2002). The entrance laws of self-similar Markov processes and exponential functionals of Levy processes. Potential Anal. 17, 389-400.
    • (2002) Potential Anal , vol.17 , pp. 389-400
    • BERTOIN, J.1    YOR, M.2
  • 3
    • 0001420276 scopus 로고
    • Continuous branching processes and spectral positivity
    • BINGHAM, N. (1976). Continuous branching processes and spectral positivity. Stoch. Process. Appl. 4, 217-242.
    • (1976) Stoch. Process. Appl , vol.4 , pp. 217-242
    • BINGHAM, N.1
  • 4
    • 33947276746 scopus 로고    scopus 로고
    • Conditioned stable Lévy processes and the Lamperti. representation
    • CABALLERO, M. E. AND CHAUMONT, L. (2006). Conditioned stable Lévy processes and the Lamperti. representation. J. Appl. Prob. 43, 967-983.
    • (2006) J. Appl. Prob , vol.43 , pp. 967-983
    • CABALLERO, M.E.1    CHAUMONT, L.2
  • 5
    • 33746227580 scopus 로고    scopus 로고
    • Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
    • CABALLERO, M. E. AND CHAUMONT, L. (2006). Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes. Ann. Prob. 34, 1012-1034.
    • (2006) Ann. Prob , vol.34 , pp. 1012-1034
    • CABALLERO, M.E.1    CHAUMONT, L.2
  • 7
    • 23244454088 scopus 로고    scopus 로고
    • On Lévy processes conditioned to stay positive
    • CHAUMONT, L. AND DONEY, R. (2005). On Lévy processes conditioned to stay positive. Electron. J. Prob. 10, 948-961.
    • (2005) Electron. J. Prob , vol.10 , pp. 948-961
    • CHAUMONT, L.1    DONEY, R.2
  • 8
    • 33845658344 scopus 로고    scopus 로고
    • The lower envelope of positive self-similar Markov processes
    • CHAUMONT, L. AND PARDO, J. C. (2006). The lower envelope of positive self-similar Markov processes. Electron. J. Prob. 11, 1321-1341.
    • (2006) Electron. J. Prob , vol.11 , pp. 1321-1341
    • CHAUMONT, L.1    PARDO, J.C.2
  • 9
    • 79956201466 scopus 로고    scopus 로고
    • Some explicit identities associated with positive self-similar Markov processes
    • To appear in
    • CHAUMONT, L., KYFRIANOU, A. E. AND PARDO, J. C. (2008). Some explicit identities associated with positive self-similar Markov processes. To appear in Stoch. Process. Appl.
    • (2008) Stoch. Process. Appl
    • CHAUMONT, L.1    KYFRIANOU, A.E.2    PARDO, J.C.3
  • 10
    • 34547967693 scopus 로고    scopus 로고
    • Further examples of explicit Krein representations of certain subordinators
    • DONATI-MARTIN, C. AND YOR, M. (2007). Further examples of explicit Krein representations of certain subordinators. Publ. Res. Inst. Math. Sci. 2, 315-328.
    • (2007) Publ. Res. Inst. Math. Sci , vol.2 , pp. 315-328
    • DONATI-MARTIN, C.1    YOR, M.2
  • 11
    • 0010191693 scopus 로고
    • Asymptotic behaviour of continuous time, continuous state-space branching processes
    • GREY, D. R. (1974). Asymptotic behaviour of continuous time, continuous state-space branching processes. J. Appl. Prob. 11, 669-677.
    • (1974) J. Appl. Prob , vol.11 , pp. 669-677
    • GREY, D.R.1
  • 12
    • 0000248616 scopus 로고
    • On the convergence of sequences of branching processes
    • GRIMVALL, A. (1974). On the convergence of sequences of branching processes. Ann. Prob. 2, 1027-1045.
    • (1974) Ann. Prob , vol.2 , pp. 1027-1045
    • GRIMVALL, A.1
  • 14
    • 0010174296 scopus 로고
    • Stochastic branching processes with, continuous state space
    • JIRINA, M. (1958). Stochastic branching processes with, continuous state space. Czech. Math. J. 8, 292-313.
    • (1958) Czech. Math. J , vol.8 , pp. 292-313
    • JIRINA, M.1
  • 16
    • 0036002990 scopus 로고    scopus 로고
    • The genealogy of continuous-state branching processes with immigration
    • LAMBERT, A. (2002). The genealogy of continuous-state branching processes with immigration. Prob. Theory Relat. Fields 122, 42-70.
    • (2002) Prob. Theory Relat. Fields , vol.122 , pp. 42-70
    • LAMBERT, A.1
  • 17
    • 34147104061 scopus 로고    scopus 로고
    • Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct
    • LAMBERT, A. (2007). Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct. Electron. J. Prob. 12, 420-446.
    • (2007) Electron. J. Prob , vol.12 , pp. 420-446
    • LAMBERT, A.1
  • 18
    • 84968467488 scopus 로고
    • Continuous state branching processes
    • LAMPERTI, J. (1967). Continuous state branching processes. Bull. Amer. Math. Soc. 73, 382-386.
    • (1967) Bull. Amer. Math. Soc , vol.73 , pp. 382-386
    • LAMPERTI, J.1
  • 19
    • 34250470397 scopus 로고
    • Semi-stable Markov processes. I
    • LAMPERTI, J. (1972). Semi-stable Markov processes. I. Z. Wahrscheinlichkeitsth. 22, 205-225.
    • (1972) Z. Wahrscheinlichkeitsth , vol.22 , pp. 205-225
    • LAMPERTI, J.1
  • 20
    • 0007237457 scopus 로고    scopus 로고
    • Asymptotic behaviour of continuous time and continuous-state branching processes
    • LI, Z.-H. (2000). Asymptotic behaviour of continuous time and continuous-state branching processes. J. Austral. Math. Soc. 68, 68-84.
    • (2000) J. Austral. Math. Soc , vol.68 , pp. 68-84
    • LI, Z.-H.1
  • 21
    • 58449131643 scopus 로고    scopus 로고
    • PAKES, A. (1999). Conditional limit theorems for continuous time and state branching processes. Res. Rep. 9/99, Department of Mathematics and Statistics, The University of Western Australia.
    • PAKES, A. (1999). Conditional limit theorems for continuous time and state branching processes. Res. Rep. 9/99, Department of Mathematics and Statistics, The University of Western Australia.
  • 22
    • 54249144899 scopus 로고    scopus 로고
    • On the future infimum of positive self-similar Markov processes
    • PARDO, J. C. (2006). On the future infimum of positive self-similar Markov processes. Stochastics 78, 123-155.
    • (2006) Stochastics , vol.78 , pp. 123-155
    • PARDO, J.C.1
  • 23
    • 54249085153 scopus 로고    scopus 로고
    • The upper envelope of positive self-similar Markov processes
    • To appear in
    • PARDO, J. C. (2008). The upper envelope of positive self-similar Markov processes. To appear in J. Theoret. Prob.
    • (2008) J. Theoret. Prob
    • PARDO, J.C.1
  • 25
    • 24144488921 scopus 로고    scopus 로고
    • Recurrent extensions of self-similar Markov processes and Cramer's condition
    • RIVERO, V. M. (2005). Recurrent extensions of self-similar Markov processes and Cramer's condition. Bernoulli 11, 471-509.
    • (2005) Bernoulli , vol.11 , pp. 471-509
    • RIVERO, V.M.1
  • 26
    • 0040100097 scopus 로고
    • Processus de Dawnson-Watanabe conditionné par le futur lointain.
    • ROELLY, S. AND ROUAULT, A. (1989). Processus de Dawnson-Watanabe conditionné par le futur lointain. C. R. Acad. Sci. Paris 309, 867-872.
    • (1989) C. R. Acad. Sci. Paris , vol.309 , pp. 867-872
    • ROELLY, S.1    ROUAULT, A.2
  • 28
    • 0038108499 scopus 로고
    • A new approach to local time
    • SILVERSTEIN, M. L. (1968). A new approach to local time. J. Math. Mech. 17, 1023-1054.
    • (1968) J. Math. Mech , vol.17 , pp. 1023-1054
    • SILVERSTEIN, M.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.