Refracted continuous-state branching processes: self-regulating populations
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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.
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Cites work
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