Local extinction in continuous-state branching processes with immigration

DOI10.3150/13-BEJ543zbMath1314.60146arXiv1211.3699MaRDI QIDQ470052

Gerónimo Uribe Bravo, Clément Foucart

Publication date: 11 November 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.3699

zbMATH Keywords

Ornstein-Uhlenbeck processimmigrationpolarityzero setstable Lévy processescontinuous-state branching processrandom cut-out

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (8)

Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes ⋮ Limit theorems for continuous-state branching processes with immigration ⋮ Smoothness of continuous state branching with immigration semigroups ⋮ Existence of densities for multi-type continuous-state branching processes with immigration ⋮ Time to most recent common ancestor for stationary continuous state branching processes with immigration ⋮ On the anisotropic stable JCIR process ⋮ On the hitting times of continuous-state branching processes with immigration ⋮ On the boundary behavior of multi-type continuous-state branching processes with immigration

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