Stochastic equations for two-type continuous-state branching processes with immigration and competition

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.

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Year of publication:	2014
Authors:	Ma, Rugang
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 91.2014, C, p. 83-89
Publisher:	Elsevier
Subject:	Continuous-state branching process \| Immigration \| Competition \| Stochastic integral equation \| Strong solution \| Comparison property

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

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