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arxiv: math/0606623 · v1 · submitted 2006-06-24 · 🧮 math.PR

Branching processes with immigration and related topics

classification 🧮 math.PR
keywords processesbranchingimmigrationaffineapplicationsconnectionsconvolutionfocus
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This is a survey on recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the connections in those processes.

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