| Article ID: | iaor2004882 |
| Country: | United States |
| Volume: | 37 |
| Issue: | 3 |
| Start Page Number: | 627 |
| End Page Number: | 634 |
| Publication Date: | Sep 2000 |
| Journal: | Journal of Applied Probability |
| Authors: | Li Zeng-Hu |
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.