Proof(s) of the Lamperti representation of continuous-state branching processes.

Caballero, Ma.Emilia, Lambert, Amaury, and Uribe Bravo, Gerónimo. "Proof(s) of the Lamperti representation of continuous-state branching processes.." Probability Surveys [electronic only] 6 (2009): 62-89. <http://eudml.org/doc/233121>.

@article{Caballero2009,
author = {Caballero, Ma.Emilia, Lambert, Amaury, Uribe Bravo, Gerónimo},
journal = {Probability Surveys [electronic only]},
keywords = {continuous-state branching processes; spectrally positive Lev́y processes; random time change; stochastic integral equations; Skorohod topology; spectrally positive Lévy processes},
language = {eng},
pages = {62-89},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Proof(s) of the Lamperti representation of continuous-state branching processes.},
url = {http://eudml.org/doc/233121},
volume = {6},
year = {2009},
}

TY - JOUR
AU - Caballero, Ma.Emilia
AU - Lambert, Amaury
AU - Uribe Bravo, Gerónimo
TI - Proof(s) of the Lamperti representation of continuous-state branching processes.
JO - Probability Surveys [electronic only]
PY - 2009
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 6
SP - 62
EP - 89
LA - eng
KW - continuous-state branching processes; spectrally positive Lev́y processes; random time change; stochastic integral equations; Skorohod topology; spectrally positive Lévy processes
UR - http://eudml.org/doc/233121
ER -