Stochastic Equations for Two-type Continuous-state Branching Processes with Immigration  

作　　者：Ru Gang MA 

机构地区：[1]School of Mathematical Sciences,Beijing Normal University

出　　处：《Acta Mathematica Sinica,English Series》2013年第2期287-294,共8页数学学报（英文版）

摘　　要：A two-dimensional stochastic integral equation system with jumps is studied. We first prove its unique weak solution is a two-type continuous-state branching process with immigration. Then the comparison property of the solution is established. These results imply the existence and uniqueness of the strong solution of the stochastic equation system.A two-dimensional stochastic integral equation system with jumps is studied. We first prove its unique weak solution is a two-type continuous-state branching process with immigration. Then the comparison property of the solution is established. These results imply the existence and uniqueness of the strong solution of the stochastic equation system.

关 键 词：Continuous-state branching process IMMIGRATION stochastic integral equation comparison property strong solution 

分 类 号：O211.63[理学—概率论与数理统计] O211.62[理学—数学]