Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment

DOI10.1017/JPR.2023.92MaRDI QIDQ6617601zbMATH OpenFDO

Authors Natalia Cardona-Tobón, J. C. Pardo

Publication date 11 October 2024

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

Full work available at URL https://doi.org/10.1017/JPR.2023.92

zbMATH Keywords

continuous-state branching processesextinctionlong-term behaviourLévy processLévy process conditioned to stay positiverandom environment

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

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Cites work

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Cited in

(2)

• Speed of extinction for continuous state branching processes in subcritical Lévy environments: the strongly and intermediate regimes
• Explosion rates for continuous-state branching processes in a Lévy environment

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