A continuous-state polynomial branching process

DOI10.1016/J.SPA.2018.08.013zbMATH Open1422.60149arXiv1609.09593OpenAlexW2889314680WikidataQ129310817 ScholiaQ129310817MaRDI QIDQ2274288FDOQ2274288

Authors: Pei-Sen Li 

Publication date: 19 September 2019

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

Abstract: A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and explosion times are computed explicitly, which are also new in the classical branching case. We present necessary and sufficient conditions for the process to extinguish or explode in finite times. In the critical or subcritical case, we give a construction of the process coming down from infinity. Finally, it is shown that the continuous-state polynomial branching process arises naturally as the rescaled limit of a sequence of discrete-state processes.

Full work available at URL: https://arxiv.org/abs/1609.09593

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zbMATH Keywords

extinctionbranching processexplosionstochastic integral equationcontinuous-stateLamperti transformationpolynomial branching

Mathematics Subject Classification ID

Problems related to evolution (92D15) Population dynamics (general) (92D25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (29)

• Sample paths of continuous-state branching processes with dependent immigration
• Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment
• Integral functionals for spectrally positive Lévy processes
• On the extinction of continuous state branching processes with competition
• Continuous-state branching processes with competition: duality and reflection at infinity
• Exponential ergodicity for stochastic equations of nonnegative processes with jumps
• Boundary behaviors for a continuous-state nonlinear Neveu's branching process
• On the explosion of a class of continuous-state nonlinear branching processes
• Time-changed spectrally positive Lévy processes started from infinity
• Approximation of the height process of a continuous state branching process with interaction
• Continuous-state branching processes with collisions: first passage times and duality
• Quasi-stationary distributions associated with explosive CSBP
• Long time behaviour of continuous-state nonlinear branching processes with catastrophes
• Boundary behaviors for a class of continuous-state nonlinear branching processes in critical cases
• Extinguishing behaviors for continuous-state nonlinear branching processes
• On the entrance at infinity of Feller processes with no negative jumps
• Entrance laws for continuous-state nonlinear branching processes coming down from infinity
• A general continuous-state nonlinear branching process
• On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system
• The discrete approximation of a class of continuous-state nonlinear branching processes
• Second order branching process with continuous state space
• Extinction time and the total mass of the continuous-state branching processes with competition
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• Spectral analysis of a class of Lévy-type processes and connection with some spin systems
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• Continuous state branching processes in random environment: the Brownian case
• Complete monotonicity of time-changed Lévy processes at first passage

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