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- W2914658502 abstract "We prove the existence and pathwise uniqueness of the solution to a stochastic integral equation driven by Poisson random measures based on Kuznetsov measures for a continuous-state branching process. That gives a direct construction of the sample path of a continuous-state branching process with dependent immigration. The immigration rates depend on the population size via some functions satisfying a Yamada--Watanabe type condition. We only assume the existence of the first moment of the process. The existence of excursion law for the continuous-state branching process is not required. By special choices of the ingredients, we can make changes in the branching mechanism or construct models with competition." @default.
- W2914658502 created "2019-02-21" @default.
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- W2914658502 date "2019-03-05" @default.
- W2914658502 modified "2023-09-23" @default.
- W2914658502 title "Sample paths of continuous-state branching processes with dependent immigration" @default.
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- W2914658502 doi "https://doi.org/10.1080/15326349.2019.1575753" @default.
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