Local explosions and extinction in continuous-state branching processes with logistic competition
Abstract
We study by duality methods the extinction and explosion times of continuous-state branching processes with logistic competition (LCSBPs) and identify the local time at of the process when it is instantaneously reflected at . The main idea is to introduce a certain "bidual" process of the LCSBP . The latter is the Siegmund dual process of the process , that was introduced in Foucart (2019), as the Laplace dual of . By using both dualities, we shall relate local explosions and the extinction of to local extinctions and the explosion of the process . The process being a one-dimensional diffusion on , many results on diffusions can be used and transfered to . A concise study of Siegmund duality for one-dimensional diffusions and their boundaries is also provided.
Cite
@article{arxiv.2111.06147,
title = {Local explosions and extinction in continuous-state branching processes with logistic competition},
author = {Clément Foucart},
journal= {arXiv preprint arXiv:2111.06147},
year = {2025}
}
Comments
Final version accepted for publication in the journal Potential Analysis