Related papers: Continuous-state branching processes with competit…
We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…
We study the explosion phenomenon of nonlinear continuous-state branching processes (nonlinear CSBPs). First an explicit integral test for explosion is designed when the rate function does not increase too fast. We then exhibit three…
Consider the population model with infinite size associated to subcritical continuous-state branching processes (CSBP). Individuals reproduce independently according to the same subcritical offspring distribution. We study the long-term…
We construct extensions of the pure-jump $\Lambda$-Wright-Fisher processes with frequency-dependent selection ($\Lambda$-WF processes with selection) beyond their first passage time at the boundary $1$. We show that they satisfy some…
In this manuscript, we continue with the systematic study of the speed of extinction of continuous state branching processes in L\'evy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime…
In this paper, we study the speed of extinction of continuous state branching processes in subcritical L\'evy environments. More precisely, when the associated L\'evy process to the environment drifts to $-\infty$ and, under a suitable…
A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…
Continuous-state branching processes (CSBPs) with immigration (CBIs), stopped on hitting zero, are generalized by allowing the process governing immigration to be any L\'evy process without negative jumps. Unlike the CBIs, these newly…
This article develops a general framework for Laplace duality between positive Markov processes in which the one-dimensional Laplace transform of one process can be represented through that of another. We show that a process admits a…
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…
A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…
Consider a non-explosive positive Feller process with no negative jumps. It is shown in this note that when infinity is an entrance boundary, in the sense that the entrance times of the process remain bounded when the initial value tends to…
This work provides a brief introduction to continuous-state branching processes (CB-processes) and continuous-state branching processes with immigration (CBI-processes) accessible to graduate students with reasonable background in…
We describe innovation in terms of a generalized branching process. Each new invention pairs with any existing one to produce a number of offspring, which is Poisson distributed with mean p. Existing inventions die with probability p/\tau…
Using Foster-Lyapunov techniques we establish new conditions on non-extinction, non-explosion, coming down from infinity and staying infinite, respectively, for the general continuous-state nonlinear branching processes introduced in Li et…
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…
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on $-\infty\leq a<b\leq \infty$ in terms of their ability to access the boundary (Feller's test for explosions) and to enter the interior from the…
We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…
We prove existence and asymptotic behavior of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Furthermore, we present lower and upper bounds for the density.…
Consider a spectrally positive L\'evy process $Z$ with log-Laplace exponent $\Psi$ and a positive continuous function $R$ on $(0,\infty)$. We investigate the entrance from $\infty$ of the process $X$ obtained by changing time in $Z$ with…