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• W2108940231 abstract "This paper uses two new ingredients, namely stochastic differential equations satisfied by continuous-state branching processes (CSBPs), and a topology under which the Lamperti transformation is continuous, in order to provide self-contained proofs of Lamperti's 1967 representation of CSBPs in terms of spectrally positive L'evy processes. The first proof is a direct probabilistic proof, and the second one uses approximations by discrete processes, for which the Lamperti representation is evident." @default.
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• W2108940231 date "2009-01-01" @default.
• W2108940231 modified "2023-09-26" @default.
• W2108940231 title "Proof(s) of the Lamperti representation of continuous-state branching processes" @default.
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• W2108940231 doi "https://doi.org/10.1214/09-ps154" @default.
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