Article ID Journal Published Year Pages File Type
1152632 Statistics & Probability Letters 2014 7 Pages PDF
Abstract

A class of two-type continuous-state branching processes with immigration and competition is constructed as the solution of a jump-type stochastic integral equation system. We first show that the stochastic equation system has a pathwise unique non-negative strong solution and then prove the comparison property of the solution.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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