On continuous state branching processes: conditioning and self-similarity.
On continuous state branching processes: conditioning and self-similarity.
复制标题
关于连续状态分支过程：调节和自相似性。
DOI：
--
复制
发表时间：
2007
期刊：
影响因子：
--
通讯作者：
J. Pardo
中科院分区：
文献类型：
--
作者：
A. Kyprianou;J. Pardo
本文证明了对于ε ∈（1，2]，ε-稳定的连续状态分支过程及其伴随的永不灭绝的分支过程是正自相似马氏过程.理解连续状态分支过程的Lamperti变换和正自相似马尔可夫过程的Lamperti变换的相互作用，可以获得一些关于稳定连续状态分支过程及其条件版本的路径的明确结果。
In this paper, for � ∈ (1,2], we show that the �-stable continuous-state branching processes and the associated process conditioned never to become extinct are positive self-similar Markov processes. Understanding the interaction of the Lamperti transformation for continuous state branching processes and the Lamperti transformation for positive self-similar Markov processes permits access to a number of explicit results concerning the paths of stable-continuous state branching processes and its conditioned version.