Diffusion approximation of the two-type Galton-Watson process with mean matrix close to the identity

In this paper a diffusion approximation to the two-type Galton-Watson branching processes with mean matrix close to the identity is given in the form of Berstein stochastic differentials. An associated diffusion equation is found using an extension of the one-dimensional Bernstein technique. Expressions for the mean vector and covariance matrix of the diffusion approximation are derived.

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Year of publication:	1982
Authors:	Buckholtz, P. G. ; Wasan, M. T.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 12.1982, 4, p. 493-507
Publisher:	Elsevier
Keywords:	Multitype branching process stochastic differentials diffusion approximation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199920