Asymptotic Results for Rough Continuous-state Branching Processes
Probability
2021-07-14 v1
Abstract
In this paper we provide explicit representations of Laplace transforms of extinction time and total progeny of rough continuous-state branching processes introduced in [7]. Also, we show that their tail distributions are much fatter than those of Feller branching diffusions.
Cite
@article{arxiv.2107.05888,
title = {Asymptotic Results for Rough Continuous-state Branching Processes},
author = {Wei Xu},
journal= {arXiv preprint arXiv:2107.05888},
year = {2021}
}
Comments
8 pages