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Ornstein-Uhlenbeck type processes and branching processes with immigration
Published online by Cambridge University Press: 14 July 2016
Abstract
It is shown that an Ornstein-Uhlenbeck type process associated with a spectrally positive Lévy process can be obtained as the fluctuation limits of both discrete state and continuous state branching processes with immigration.
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- Copyright © Applied Probability Trust 2000
Footnotes
Research supported by the National Natural Science Foundation of China (Grant No. 19361060).
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