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Stochastic equations for two-type continuous-state branching processes in varying environments (2502.03890v1)
Published 6 Feb 2025 in math.PR
Abstract: A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison property of solutions. As an application of the main result, we give characterizations of some positive integral functionals of the process in terms of Laplace transforms.
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