5 citations · 11 across the 15 of their papers we have counts for
4 papers · 2 filters
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…