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

作     者：Ru Gang MA 

作者机构：School of Mathematical SciencesBeijing Normal University 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2013年第29卷第2期

页      面：287-294页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Continuous-state branching process immigration stochastic integral equation comparison property strong solution 

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.