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 ...
A branching process with variable lifetime distribution is defined by a sequence of distribution functions {Gi(t)}, together with a probability generating function, h(s)=∑k=0 ∞ pksk. An ith generation ...