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On the extinction of continuous state branching processes with competition

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  • Le, V.

Abstract

Consider a continuous state branching process (CSBP) with finite mean and an interaction term, which destroys the branching property. We give precise conditions on the interaction function, in order to decide whether the process goes extinct almost surely in finite time. We also give a result for the associated Lévy process with drift.

Suggested Citation

  • Le, V., 2022. "On the extinction of continuous state branching processes with competition," Statistics & Probability Letters, Elsevier, vol. 185(C).
    • Handle: RePEc:eee:stapro:v:185:y:2022:i:c:s0167715222000293
    DOI: 10.1016/j.spl.2022.109410
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    References listed on IDEAS

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    1. Duhalde, Xan & Foucart, Clément & Ma, Chunhua, 2014. "On the hitting times of continuous-state branching processes with immigration," Stochastic Processes and their Applications, Elsevier, vol. 124(12), pages 4182-4201.
    2. Li, Pei-Sen, 2019. "A continuous-state polynomial branching process," Stochastic Processes and their Applications, Elsevier, vol. 129(8), pages 2941-2967.
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