Refracted continuous-state branching processes: self-regulating populations

From MaRDI portal
Publication:511546

DOI10.1016/J.SPL.2016.11.026zbMATH Open1356.60135arXiv1511.03972OpenAlexW2964258937MaRDI QIDQ511546FDOQ511546


Authors: A. Murillo-Salas, José Luis Pérez Garmendia, Arno Siri-Jégousse Edit this on Wikidata


Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We construct a modified continuous-state branching process whose Malthusian parameter is replaced by another when passing below a certain level. The construction is obtained via a Lamperti-like transform applied to a refracted L'evy process. Infinitesimal generator, probability of vanishing at infinity, of explosion and some path properties are also provided.


Full work available at URL: https://arxiv.org/abs/1511.03972




Recommendations




Cites Work


Cited In (1)





This page was built for publication: Refracted continuous-state branching processes: self-regulating populations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q511546)