On the Poisson Process of Order k Space

2010 Mathematics Subject Classification: 60E05, 62P05.

Lp Microlocal Supercritical Markov Branching Processes with Non-Homogeneous Poisson Immigration

2010 Mathematics Subject Classification: 60J80.

Limit Theorems for Non-Critical Branching Processes with Continuous State Space

2000 Mathematics Subject Classification: Primary 60J80, Secondary 60G99.

Compound Compound Poisson Risk Model

2000 Mathematics Subject Classification: 60K10, 62P05.

Renewal Processes of Mittag-Leffler and Wright Type

2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.

Stochastic Solution of a KPP-Type Nonlinear Fractional Differential Equation

Mathematics Subject Classification: 26A33, 76M35, 82B31

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

2000 Mathematics Subject Classification: 60J60, 62M99.

Functional Transfer Theorems for Maxima of Stationary Processes

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

On the Maximum of a Branching Process Conditioned on the Total Progeny

The maximum M of a critical Bienaymé-Galton-Watson process conditioned on the total progeny N is studied. Imbedding of the process in a random walk is used. A limit theorem for the distribution of M as N → ∞ is proved. The result is trasferred to the non-critical processes. A corollary for the maximal strata of a random rooted labeled tree is obtained.

Some Theoretical Results on the Progeny of a Bisexual Galton-Watson Branching Process

A Superadditive Bisexual Galton-Watson Branching Process is considered and the total number of mating units, females and males, until the n-th generation, are studied. In particular some results about the stochastic monotony, probability generating functions and moments are obtained. Finally, the limit behaviour of those variables suitably normed is investigated.

A Note on the Asymptotic Behaviour of a Periodic Multitype Galton-Watson Branching Process

2000 Mathematics Subject Classification: 60J80.

The Maximal Number of Particles in a Branching Process with State-Dependent Immigration

AMS subject classification: 60J80, 60J15.

Bootstrap for Critical Branching Process with Non-Stationary Immigration

2000 Mathematics Subject Classification: Primary 60J80, Secondary 62F12, 60G99.

Option Pricing by Branching Process

2000 Mathematics Subject Classification: 60J80, 62P05.

Some Probabilistic Results in a Bisexual Branching Process with Immigration

2000 Mathematics Subject Classification: 60J80.