10 citations · 17 across the 11 of their papers we have counts for
11 papers
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…
Limit theorems for continuous-state branching processes with immigration
Clément Foucart, Chunhua Ma, Linglong Yuan
We prove and extend some results stated by Mark Pinsky: Limit theorems for continuous state branching processes with immigration [Bull. Amer. Math. Soc. 78(1972), 242--244]. Consid…
On the tail distribution of the solution to some law equation
Xinxin Chen, Chunhua Ma
We consider a distribution equation which was initially studied by Bertoin \cite{Bertoin}: \[M \stackrel{d}{=} \max\{\widetildeν, \max_{1\leq k\leq ν}M_k\}.\] where $\{M_k\}_{k\geq…
The Alpha-Heston Stochastic Volatility Model
Ying Jiao, Chunhua Ma, Simone Scotti +1
We introduce an affine extension of the Heston model where the instantaneous variance process contains a jump part driven by -stable processes with . In this framewor…
Coalescences in Continuous-State Branching Processes
Clément Foucart, Chunhua Ma, Bastien Mallein
Consider a continuous-state branching population constructed as a flow of nested subordinators. Inverting the subordinators and reversing time give rise to a flow of coalescing Mar…
Continuous-state branching processes, extremal processes and super-individuals
Clément Foucart, Chunhua Ma
The long-term behaviors of flows of continuous-state branching processes are characterized through subordinators and extremal processes. The extremal processes arise in the case of…