Local extinction in continuous-state branching processes with immigration

DOI10.3150/13-BEJ543MaRDI QIDQ470052zbMATH OpenFDO

Authors Clément Foucart, Gerónimo Uribe Bravo

Publication date 11 November 2014

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.3699, https://projecteuclid.org/euclid.bj/1411134446

zbMATH Keywords

Ornstein-Uhlenbeck processimmigrationzero setpolaritycontinuous-state branching processrandom cut-outstable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stable stochastic processes (60G52)

Abstract: The purpose of this article is to observe that the zero sets of continuous-state branching processes with immigration (CBI) are infinitely divisible regenerative sets. Indeed, they can be constructed by the procedure of random cutouts introduced by Mandelbrot in 1972. We then show how very precise information about the zero sets of CBI can be obtained in terms of the branching and immigrating mechanism.

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Cited in

(11)

• Time to most recent common ancestor for stationary continuous state branching processes with immigration
• Estimation of a pure-jump stable Cox-Ingersoll-Ross process
• On the anisotropic stable JCIR process
• On the hitting times of continuous-state branching processes with immigration
• Smoothness of continuous state branching with immigration semigroups
• Local extinction versus local exponential growth for spatial branching processes.
• Limit theorems for continuous-state branching processes with immigration
• On the boundary behavior of multi-type continuous-state branching processes with immigration
• Totally ordered measured trees and splitting trees with infinite variation. II: Prolific skeleton decomposition
• Existence of densities for multi-type continuous-state branching processes with immigration
• Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes

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