Abstract
The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson random measures. Some criteria for the regularity, recurrence, ergodicity and strong ergodicity of the process are then established.
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Acknowledgements
The author would like to thank Professors Mu-Fa Chen, Yong-Hua Mao and Yu-Hui Zhang for their advice and encouragement. I am grateful to the two referees for pointing out a number of typos in the first version of the paper.
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Supported by NSFC (Grant Nos. 1131003, 11626245 and 11571043)
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Li, PS. Nonlinear branching processes with immigration. Acta. Math. Sin.-English Ser. 33, 1021–1038 (2017). https://doi.org/10.1007/s10114-017-6472-0
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DOI: https://doi.org/10.1007/s10114-017-6472-0
Keywords
- Nonlinear branching process
- immigration
- stochastic integral equation
- regularity
- recurrence
- ergodicity
- strong ergodicity