English

Local explosions and extinction in continuous-state branching processes with logistic competition

Probability 2025-10-10 v4

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 \infty of the process when it is instantaneously reflected at \infty. The main idea is to introduce a certain "bidual" process VV of the LCSBP ZZ. The latter is the Siegmund dual process of the process UU, that was introduced in Foucart (2019), as the Laplace dual of ZZ. By using both dualities, we shall relate local explosions and the extinction of ZZ to local extinctions and the explosion of the process VV. The process VV being a one-dimensional diffusion on [0,][0,\infty], many results on diffusions can be used and transfered to ZZ. 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

R2 v1 2026-06-24T07:34:53.877Z