Survival of homogeneous fragmentation processes with killing (Q2451107)

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Survival of homogeneous fragmentation processes with killing
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    Survival of homogeneous fragmentation processes with killing (English)
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    26 May 2014
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    The authors consider a homogeneous fragmentation process in which there is an additional killing upon crossing a certain space-time barrier (the killing mechanism is defined in Section 1.2). After an introduction, in Section 2 the authors provide some general notions that are used in the subsequent part of the paper and they discuss the connection between fragmentation and Lévy processes. Then, Section 3 is concerned with the proof of Theorem 2 and in Section 4 they provide the proof of Theorem 3, presented in the Introduction. To this end, the authors use an auxiliary lemma which states that, for any \(n\in \mathbb N\), there exists a time such that with positive probability the fragmentation process has at least \(n\) blocks. In the next section, they introduce a multiplicative process and examine when this process is a martingale. Then the authors consider an additive process which also turns out to be a martingale and whose limit is studied with regard to strict positivity. Finally, the authors deal with the asymptotic behaviour of the largest fragment in the killed fragmentation process.
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    homogeneous fragmentation
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    scale functions
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    additive martingales
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    multiplicative martingales
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    largest fragment
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