On the extinction of continuous state branching processes with competition (Q2128922)

This paper treats a continuous state branching process (CSBP) \(Z\) \(=\) \(\{ Z_t^x\); \(t \geq 0 \}\) with competition with branching mechanism \[ \psi(\lambda) = \frac{1}{2} \sigma^2 \lambda^2 + \int_0^{\infty} ( e^{- \lambda z} -1 + \lambda z) m(d z), \qquad \lambda \geq 0, \] where \(\sigma \geq 0\) is a constant and \(( z \wedge z^2) m(dz)\) is a finite measure on \(( 0, \infty)\). The CSBP \(Z\) \(=\) \(\{ Z_t^x\); \(t \geq 0 \}\) solves the stochastic differential equation \[ Z_t^x = x + \int_0^t f( Z_s^x) ds + \sigma \int_0^t \int_0^{ Z_s^x} W(ds, du) + \int_0^t \int_0^{\infty} \int_0^{ Z_{s-}^x} z \tilde{N} ( ds, dz, du),\tag{SDE} \] where \(W(ds, du)\) is a white noise on \((0, \infty)^2\) based on the Lebesgue measure \(ds du\), \(N(ds, dz, du)\) is a Poisson random measure on \((0, \infty)^3\) with intensity \(ds m(dz) du\), \[ \tilde{N}(ds,dz,du) = N(ds,dz,du) - ds m(dz)du, \] and \(f \in C( \mathbb{R}_+, \mathbb{R})\) satisfies the condition that \(f(0)=0\) and there exists \(\theta \geq 0\) such that \[ f(x + y ) - f(x) \leqslant \theta y, \qquad \text{ for all } x, y \geq 0. \] The author's principal interest is to give precise conditions on the interaction function \(f\), in order to decide whether the process \(Z\) goes extinct almost surely in finite time. For \(x >0\), the extinction time \(T^x\) of the process \(Z^x\) is defined by \[ T^x = \inf \{ t > 0; \quad Z_t^x = 0 \}. \] The first result is as follows. Under the assumptions that \[ \int^{\infty} \frac{d \lambda}{ \psi ( \lambda) } < \infty, \] and also that there exists \(M > 0\) such that \(f(y) \leqslant \sigma^2 / 2\) for all \(y \geq M\), it follows that \(T^x < \infty\) a.s. for all \(x > 0\). Next on the assumptions that \[ \int_1^{\infty} z^4 m(dz) < \infty, \] and there exist \(M, \varepsilon > 0\) such that \[ f(y) \geq \frac{\sigma^2}{2} + \frac{1}{2} \int_0^{\infty} z^2 m(dz) + \varepsilon, \qquad \text{for all} \quad y \geq M, \] the result that \[ \mathbb{P}( T^x = \infty ) > 0 \qquad \text{for all} \quad x > 0 \] can be derived. Moreover, a result for the associated Lévy process with drift is discussed. Note that the conditions stated in this paper are simpler than those given in [\textit{P.-S. Li}, Stochastic Processes Appl. 129, No. 8, 2941--2967 (2019; Zbl 1422.60149)]. For other related works, see, e.g., [\textit{V. Le} and \textit{E. Pardoux}, Stochastics 92, No. 6, 852--875 (2020; Zbl 1490.60231)] for extinction time and the total mass of the CSBP with competition.