4 papers · 2 filters
Coupling for one-dimensional subcritical and critical CBI processes with jumps
Shukai Chen, Chunhua Ma
We develop a cluster representation for one-dimensional CBI processes with jumps. Using this representation, we establish total variation convergence under conditions on the branch…
Mean-field branching SDEs: propagation of chaos, scaling limits and phase transitions
Shukai Chen, Lina Ji, Xiaowen Zhou
We study branching SDEs with law-dependent immigration and their mean-field particle approximations. Under a dissipativity condition and sufficiently weak interaction, a uniform pr…
Small value probabilities of additive and derivative martingales in supercritical branching Brownian motions and super Brownian motions
Shukai Chen, Haojie Hou
In this paper, we establish asymptotics for the small value probabilities of additive and derivative martingales in both supercritical branching Brownian motions and super Brownian…
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…