Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment
From MaRDI portal
Publication:2954465
zbMath1355.60061arXiv1601.03463MaRDI QIDQ2954465
Juan Carlos Pardo, Charline Smadi, Sandra Palau
Publication date: 13 January 2017
Full work available at URL: https://arxiv.org/abs/1601.03463
asymptoticsLévy processesextinction probabilitydiffusionsrandom environmentexponential functionalcontinuous-state branching processeslogistic processexplosion probability
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Sample path properties (60G17) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Limit theorems in probability theory (60F99)
Related Items
Bernstein-gamma functions and exponential functionals of Lévy processes, Asymptotic results for exponential functionals of Lévy processes, Asymptotics for exponential functionals of random walks, Asymptotic results for heavy-tailed Lévy processes and their exponential functionals, Branching processes in a Lévy random environment, Long time behaviour of continuous-state nonlinear branching processes with catastrophes, Construction of continuous-state branching processes in varying environments, On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP, Extinction rate of continuous state branching processes in critical Lévy environments
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A trajectorial interpretation of Doob's martingale inequalities
- On the extinction of continuous state branching processes with catastrophes
- Distributional properties of exponential functionals of Lévy processes
- Continuous state branching processes in random environment: the Brownian case
- Limit theorems for weakly subcritical branching processes in random environment
- Exponential functionals of Lévy processes
- A one-dimensional diffusion process in a Wiener medium
- Limit theorems for subcritical branching processes in random environment.
- Criticality for branching processes in random environment
- Stochastic equations of non-negative processes with jumps
- Surviving particles for subcritical branching processes in random environment
- Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments
- On the density of exponential functionals of Lévy processes
- On the scaling limits of Galton-Watson processes in varying environments
- Branching diffusions in random environment
- Branching processes in random environment which extinct at a given moment
- Large deviations for Branching Processes in Random Environment
- Continuous-State Branching Processes and Self-Similarity
