Keller-Ressel, Martin; Mijatović, Aleksandar - In: Stochastic Processes and their Applications 122 (2012) 6, pp. 2329-2345
We consider the class of continuous-state branching processes with immigration (CBI-processes), introduced by Kawazu and Watanabe (1971) [10] and their limit distributions as time tends to infinity. We determine the Lévy–Khintchine triplet of the limit distribution and give an explicit...