Refracted Continuous-State Branching Processes: Self-regulating populations
Probability
2016-12-01 v4
Abstract
We construct a modified continuous-state branching process whose Malthusian parameter is replaced by another when passing below a certain level. The construction is obtained via a Lamperti-like transform applied to a refracted L\'evy process. Infinitesimal generator, probability of vanishing at infinity, of explosion and some path properties are also provided.
Cite
@article{arxiv.1511.03972,
title = {Refracted Continuous-State Branching Processes: Self-regulating populations},
author = {Antonio Murillo-Salas and José Luis Pérez and Arno Siri-Jégousse},
journal= {arXiv preprint arXiv:1511.03972},
year = {2016}
}