5 citations · 11 across the 15 of their papers we have counts for
15 papers
Finite Explosion for One-dimensional Lévy Driven SDEs and its Application to SPDEs
Pei-Sen Li, Yuichi Shiozawa, Jian Wang
We study finite-time explosion to for the one-dimensional stochastic differential equation \[ X_t^x=x-\int_0^t b(X_s^x)\,\dd s+L_t,\quad x\in\R, \] where is locally L…
A Pathwise Approach to the Strong Feller Property and Irreducibility of Nonlinear Branching Processes
Pei-Sen Li, Xiangqi Zheng, Xiaowen Zhou
We study the strong Feller property and irreducibility for continuous-state nonlinear branching processes defined as solutions to stochastic differential equations with jumps. Due…
Yaglom limits of continuous-state branching processes in Brownian random environment
Pei-Sen Li, Xiangqi Zheng, Xiaowen Zhou
In this paper, we investigate the asymptotic behavior of continuous-state branching processes in a Brownian random environment (CBBRE) conditioned on non-extinction. For the subcri…
A localized coupling approach to interacting continuous-state branching processes
Shukai Chen, Pei-Sen Li, Jian Wang
We introduce a class of continuous-state branching processes with immigration, predation and competition, which can be viewed as a combination of the classical Lotka-Volterra model…
Uniqueness Problem for the Backward Differential Equation of a Continuous-State Branching Process
Pei-Sen Li, Zenghu Li
The distributional properties of a multi-dimensional continuous-state branching process are determined by its cumulant semigroup, which is defined by the backward differential equa…
Quasi-stationary distribution for continuous-state branching processes with competition
Pei-Sen Li, Jian Wang, Xiaowen Zhou
We study quasi-stationary distribution of the continuous-state branching process with competition introduced in Berestycki, Fittipaldi and Fontbona\ (Probab. Theory Relat. Fields,…
Exponential ergodicity of branching processes with immigration and competition
Pei-Sen Li, Zenghu Li, Jian Wang +1
We study the ergodic property of a continuous-state branching process with immigration and competition. The exponential ergodicity in a weighted total variation distance is proved…
On the entrance at infinity of Feller processes with no negative jumps
Clément Foucart, Pei-Sen Li, Xiaowen Zhou
Consider a non-explosive positive Feller process with no negative jumps. It is shown in this note that when infinity is an entrance boundary, in the sense that the entrance times o…
Exponential ergodicity for general continuous-state nonlinear branching processes
Pei-Sen Li, Jian Wang
By using the coupling technique, we present sufficient conditions for the exponential ergodicity of general continuous-state nonlinear branching processes in both the -Wassers…
Time-changed spectrally positive Lévy processes starting from infinity
Clément Foucart, Pei-Sen Li, Xiaowen Zhou
Consider a spectrally positive Lévy process with log-Laplace exponent and a positive continuous function on . We investigate the entrance from of t…
Integral functionals for spectrally positive Levy processes
Pei-Sen Li, Xiaowen Zhou
We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive Lévy processes. Via Lamperti type transforms, these results ca…
A general continuous-state nonlinear branching process
Pei-Sen Li, Xu Yang, Xiaowen Zhou
In this paper we consider the unique nonnegative solution to the following generalized version of the stochastic differential equation for a continuous-state branching process. \be…
Perturbations of continuous-time Markov chains
Pei-Sen Li
The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition…
A continuous-state polynomial branching process
Pei-Sen Li
A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction a…
Nonlinear branching processes with immigration
Pei-Sen Li
The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson ran- dom measures. Some criteria…