Stochastic equations for two-type continuous-state branching processes in varying environments
A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison property of solutions. As an application of the main result, we give characterizations of some positive integral functionals of the process in terms of Laplace transforms.
Authors
- Zenghu Li
- Junyan Zhang
Institutions
- Beijing Normal University (CN)
Publication Details
- Journal
- Discrete and Continuous Dynamical Systems - S
- Published
- 2025-01-01
- DOI
- https://doi.org/10.3934/dcdss.2025044
- Citations
- 1
- Primary Topic
- Stochastic processes and statistical mechanics
- Type
- article
- Field-Weighted Citation Impact
- 3.69