Title of article
Stochastic equations of non-negative processes with jumps
Author/Authors
Fu، نويسنده , , Zongfei and Li، نويسنده , , Zenghu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
25
From page
306
To page
330
Abstract
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.
Keywords
Continuous state branching process , Non-Lipschitz condition , Pathwise uniqueness , Immigration , Comparison theorem , Strong solution , stochastic equation
Journal title
Stochastic Processes and their Applications
Serial Year
2010
Journal title
Stochastic Processes and their Applications
Record number
1578247
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