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Ornstein-Uhlenbeck type processes and branching processes with immigration

  • Zeng-Hu Li (a1)


It is shown that an Ornstein-Uhlenbeck type process associated with a spectrally positive Lévy process can be obtained as the fluctuation limits of both discrete state and continuous state branching processes with immigration.


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Postal address: Department of Mathematics, Beijing Normal University, Beijing 100875, P. R. China. Email address:


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Research supported by the National Natural Science Foundation of China (Grant No. 19361060).



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