On the explosion of a class of continuous-state nonlinear branching processes
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Abstract: In this paper, we consider a class of generalized continuous-state branching processes obtained by Lamperti type time changes of spectrally positive L'evy processes using different rate functions. When explosion occurs to such a process, we show that the process converges to infinity in finite time asymptotically along a deterministic curve, and identify the speed of explosion for rate function in different regimes. To prove the main theorems, we also establish a new asymptotic result for scale function of spectrally positive L'evy process.
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Cited in
(11)- Integral functionals for spectrally positive Lévy processes
- Exponential ergodicity for general continuous-state nonlinear branching processes
- Boundary behaviors for a continuous-state nonlinear Neveu's branching process
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