The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
Branching processes in random environments (BPREs) extend classical Galton–Watson models by allowing the reproduction law to vary according to a sequence of random factors. In each generation, the ...
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