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Showing 2017 · math.PRShow all
3 papers · 2 filters
math.PR2017
Asymptotic Behaviors for Critical Branching Processes with Immigration
Doudou Li, Mei Zhang
In this paper, we investigate the asymptotic behaviors of the critical branching process with immigration . First we get some estimation for the probability genera…
math.PR2017★ 7 cited
Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching
Tongtong Hou, Jinghai Shao
This work is denoted to studying the tail behavior of Cox-Ingersoll-Ross (CIR) processes with regime-switching. One essential difference shown in this work between CIR process with…
math.PR2017★ 1 cited
Moments of continuous-state branching processes with or without immigration
Lina Ji, Zenghu Li
For a positive continuous function f satisfying some standard conditions, we study the f-moments of continuous-state branching processes with or without immigration. The main resul…