On the explosion of a class of continuous-state nonlinear branching processes (Q2076603)

In this paper, the authors study a class of continuous-state nonlinear branching processes (i.e., nonnegative real-valued Markov processes satisfying the branching property) obtained by Lamperti time changes of spectrally positive Lévy processes. After establishing that a fairly standard characterizations of the extinction and the explosion hold for this general class of processes, they focus on the study of the explosion. They establish a hierarchy of the conditions (mainly related to the rate function), termed conditions \(H\), centered around the explosion condition. They emphasize two aspects of rate functions, perturbations of power functions (slow regime of rate functions) and perturbations of exponential functions (fast regime of rate functions), and prove the explosion results in both cases. Interestingly enough, for rate functions in both regimes the explosion occurs in an asymptotically deterministic fashion. In the fast regime the speed of explosion is asymptotically proportional to \(- \log (t)\) as time \(t\) tends to zero. Their class of processes required also a somewhat different approach to the proofs involving the properties of regularly varying functions.