کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156079 958800 2010 25 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic equations of non-negative processes with jumps
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Stochastic equations of non-negative processes with jumps
چکیده انگلیسی

We study stochastic equations of non-negative processes with jumps. The existence and uniqueness of strong solutions are established under Lipschitz and non-Lipschitz conditions. Under suitable conditions, the comparison properties of solutions are proved. Those results are applied to construct continuous state branching processes with immigration as strong solutions of stochastic equations.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 3, March 2010, Pages 306–330
نویسندگان
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