6 papers
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…
Propagation of support for super-Brownian motion with general branching mechanism
Wenjing Zhang, Xiaowen Zhou
We study the spatial propagation of super-Brownian motion on with general critical or subcritical (spatially dependent) branching mechanisms. Under local spatial low…
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…
Near-Unit-Root Theory for Affine Processes
Gael Anne, Yang Lu, Xuewen Yu +1
Discrete-time affine processes are widely used in finance and economics and encompass count, positive, and nonnegative-valued processes. This paper develops near-unit-root asymptot…
Threshold Diffusions
Lina Ji, Chuyang Li, Xiaowen Zhou
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the condition…
Boundary behavior at infinity for simple exchangeable fragmentation-coagulation process in critical slow regime
Lina Ji, Xiaowen Zhou
For a critical simple exchangeable fragmentation-coagulation process in slow regime where the coagulation rate and fragmentation rate are of the same order, we show that there exis…