Continuous-State Branching Processes and Self-Similarity

DOI10.1239/jap/1231340239zbMath1157.60078arXiv0712.0987OpenAlexW2108796783MaRDI QIDQ5504167

Juan Carlos Pardo, Andreas E. Kyprianou

Publication date: 21 January 2009

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0987

zbMATH Keywords

Lamperti representationself-similar Markov processPositiveConditioning to stay positiveContinuous-state branching process.Stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (20)

On the extinction of continuous-state branching processes in random environments ⋮ Asymptotic behaviour near extinction of continuous-state branching processes ⋮ Limit theorems for continuous-state branching processes with immigration ⋮ Limit theorems for a class of critical superprocesses with stable branching ⋮ Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes ⋮ On the law of homogeneous stable functionals ⋮ Fluctuation theory and exit systems for positive self-similar Markov processes ⋮ On the distribution of exponential functionals for Lévy processes with jumps of rational transform ⋮ Continuous state branching processes in random environment: the Brownian case ⋮ Branching processes seen from their extinction time via path decompositions of reflected Lévy processes ⋮ Hitting properties and non-uniqueness for SDEs driven by stable processes ⋮ The area of a spectrally positive stable process stopped at zero ⋮ Quasi-stationary distributions and Yaglom limits of self-similar Markov processes ⋮ Lamperti-type laws ⋮ Coalescences in continuous-state branching processes ⋮ Spine representations for non-compact models of random geometry ⋮ Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution ⋮ Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment ⋮ Exit problems for positive self-similar Markov processes with one-sided jumps ⋮ Limit theorems for Smoluchowski dynamics associated with critical continuous-state branching processes

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