Extinction rate of continuous state branching processes in critical Lévy environments

DOI10.1051/ps/2021014zbMath1482.60112arXiv1903.06058OpenAlexW3183692006MaRDI QIDQ5030234

Charline Smadi, Vincent Bansaye, Juan Carlos Pardo

Publication date: 16 February 2022

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.06058

zbMATH Keywords

extinctionrandom environmentlong time behaviourcontinuous state branching processesSpitzer's conditionLévy processes conditioned to stay positive

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items

Extinction and persistence in a stochastic Nicholson’s model of blowfly population with delay and Lévy noise ⋮ Extinction time of logistic branching processes in a Brownian environment ⋮ Explosion of continuous-state branching processes with competition in a Lévy environment

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