| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151344 | Statistics & Probability Letters | 2015 | 7 Pages |
Abstract
The Lamperti transformation is established between continuous-state branching processes (CB-processes) with competition and strong solutions of a certain type of stochastic equations driven by Lévy processes without negative jumps. Using this result we study the maximal jumps of CB-processes with competition. In particular, we obtain the distributions of the maximal jumps of CB-processes and logistic branching processes.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rugang Ma,