On the hitting times of continuous-state branching processes with immigration

DOI10.1016/j.spa.2014.07.019zbMath1323.60116arXiv1310.7401OpenAlexW2084875701MaRDI QIDQ744241

Chunhua Ma, Clément Foucart, Xan Duhalde

Publication date: 6 October 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.7401

zbMATH Keywords

recurrenceimmigrationtransiencescale functionpolaritycontinuous-state branching processesentrance time

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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