Uniqueness Problem for the Backward Differential Equation of a Continuous-State Branching Process

Pei Sen Li*, Zeng Hu Li

*此作品的通讯作者

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摘要

The distributional properties of a multi-dimensional continuous-state branching process are determined by its cumulant semigroup, which is defined by the backward differential equation. We provide a proof of the assertion of Rhyzhov and Skorokhod (Theory Probab. Appl., 1970) on the uniqueness of the solutions to the equation, which is based on a characterization of the process as the pathwise unique solution to a system of stochastic equations.

源语言英语
页(从-至)1825-1836
页数12
期刊Acta Mathematica Sinica, English Series
40
8
DOI
出版状态已出版 - 8月 2024

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