تقرير
Uniqueness Problem for the Backward Differential Equation of a Continuous-State Branching Process
| العنوان: | Uniqueness Problem for the Backward Differential Equation of a Continuous-State Branching Process |
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| المؤلفون: | Li, Pei-Sen, Li, Zenghu |
| سنة النشر: | 2024 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability |
| الوصف: | 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. |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2405.05879 |
| رقم الأكسشن: | edsarx.2405.05879 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |