Abstract
The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson random measures. Some criteria for the regularity, recurrence, ergodicity and strong ergodicity of the process are then established.
Original language | English |
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Pages (from-to) | 1021-1038 |
Number of pages | 18 |
Journal | Acta Mathematica Sinica, English Series |
Volume | 33 |
Issue number | 8 |
DOIs | |
Publication status | Published - 1 Aug 2017 |
Externally published | Yes |
Keywords
- Nonlinear branching process
- ergodicity
- immigration
- recurrence
- regularity
- stochastic integral equation
- strong ergodicity