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Catalytic Discrete State Branching Models and Related Limit Theorems

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  • Zenghu Li

    (Beijing Normal University)

  • Chunhua Ma

    (Nankai University)

Abstract

Catalytic discrete state branching processes with immigration are defined as strong solutions of stochastic integral equations. We provide main limit theorems of those processes using different scalings. The class of limit processes of the theorems includes essentially all continuous state catalytic branching processes and spectrally positive regular affine processes.

Suggested Citation

  • Zenghu Li & Chunhua Ma, 2008. "Catalytic Discrete State Branching Models and Related Limit Theorems," Journal of Theoretical Probability, Springer, vol. 21(4), pages 936-965, December.
    • Handle: RePEc:spr:jotpro:v:21:y:2008:i:4:d:10.1007_s10959-008-0161-y
    DOI: 10.1007/s10959-008-0161-y
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