Frontiers of Mathematics in China >

2015 , Vol. 10 >Issue 4: 733 - 751

DOI: 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 LI 1 ,
  • HoMing KU 2
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  • 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

Received date: 25 Jan 2015

Accepted date: 09 Feb 2015

Published date: 05 Jun 2015

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg
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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.

Key words： Markov branching processes; interaction; extinction probability

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]. Frontiers of Mathematics in China, 2015 , 10(4) : 733 -751 . DOI: 10.1007/s11464-015-0475-x

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