A new approach in analyzing extinction probability of Markov branching process with immigration and migration

doi:10.1007/s11464-015-0475-x

Front. Math. China

2015, Vol. 10

Issue (4) : 733-751 https://doi.org/10.1007/s11464-015-0475-x

RESEARCH ARTICLE

A new approach in analyzing extinction probability of Markov branching process with immigration and migration

Anyue CHEN^1,^2,^*(

),Xiliu LI¹,HoMing KU²

1. Department of Financial Mathematics and Financial Engineering, South University of Science and Technology of China, Shenzhen 518055, China
2. Department of Mathematical Sciences, University of Liverpool, Liverpool, L69 7ZL, UK

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Abstract

We use a new approach to consider the extinction properties of the Markov branching process with immigration and migration recently discussed by Li and Liu [Sci. China Math., 2011, 54: 1043–1062]. Some much better explicit expressions are obtained for the extinction probabilities of the subtle super-interacting case.

Keywords Markov branching processes interaction extinction probability

Corresponding Author(s): Anyue CHEN

Issue Date: 05 June 2015

Cite this article:

Anyue CHEN,Xiliu LI,HoMing KU. A new approach in analyzing extinction probability of Markov branching process with immigration and migration[J]. Front. Math. China, 2015, 10(4): 733-751.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-015-0475-x
https://academic.hep.com.cn/fmc/EN/Y2015/V10/I4/733

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