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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…

概率论 · 数学 2020-11-13 Shaojuan Ma , Xu Yang , Xiaowen Zhou

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…

概率论 · 数学 2018-10-09 Pei-Sen Li

Using the Lyapunov criteria arguments, we find sufficient conditions on explosion/nonexplosion for continuous-state branching processes with competition in L\'evy random environment. In particular, we identify the necessary and sufficient…

概率论 · 数学 2022-08-25 Rugang Ma , Xiaowen Zhou

We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…

概率论 · 数学 2016-06-17 Sandra Palau , Juan Carlos Pardo

In this article we provide a sufficient condition for a continuous-state branching process with immigration (CBI process) to not hit its boundary, i.e. for non-extinction. Our result applies to arbitrary dimension $d \geq 1$ and is…

概率论 · 数学 2022-03-17 Martin Friesen , Peng Jin , Barbara Rüdiger

Under mild non-degeneracy assumptions on branching rates in each generation, we provide a criterion for almost-sure extinction of a multi-type branching process with time-dependent branching rates. We also provide a criterion for the total…

概率论 · 数学 2018-11-22 Dmitry Dolgopyat , Pratima Hebbar , Leonid Koralov , Mark Perlman

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…

概率论 · 数学 2023-02-20 Natalia Cardona-Tobón , Juan Carlos Pardo

We study the speed of extinction of continuous state branching processes in a L\'evy environment, where the associated L\'evy process oscillates. Assuming that the L\'evy process satisfies the Spitzer's condition and the existence of some…

概率论 · 数学 2021-07-26 Vincent Bansaye , Juan Carlos Pardo , Charline Smadi

We study stochastic extinction for a class of Markov processes motivated by models in ecology and epidemiology. Extinction is often characterized by a boundedness condition and a condition on boundary Lyapunov exponents (invasion rates).…

概率论 · 数学 2026-04-23 Nhu Nguyen , Dang H. Nguyen

We consider continuous state branching processes (CSBP) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a L\'evy process with bounded variation paths. We construct a…

概率论 · 数学 2013-12-17 Vincent Bansaye , Juan Carlos Pardo Millan , Charline Smadi

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…

概率论 · 数学 2023-02-20 Natalia Cardona-Tobón , Juan Carlos Pardo

A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…

概率论 · 数学 2021-06-22 Lila Greco , Lionel Levine

The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…

概率论 · 数学 2015-04-21 Vladimir Vatutin , Elena Dyakonova

We study the phenomenon of coming down from infinity - that is, when the process starts from infinity and never returns to it - for continuous-state branching processes with generalized drift. We provide sufficient conditions on the drift…

概率论 · 数学 2025-10-08 Félix Rebotier

Here, we study the long-term behaviour of the non-explosion probability for continuous-state branching processes in a L\'evy environment when the branching mechanism is given by the negative of the Laplace exponent of a subordinator. In…

概率论 · 数学 2024-06-19 Natalia Cardona-Tobón , Juan Carlos Pardo

A general continuous-state branching processes in random environment (CBRE-process) is defined as the strong solution of a stochastic integral equation. The environment is determined by a L\'evy process with no jump less than $-1$. We give…

概率论 · 数学 2016-01-20 Hui He , Zenghu Li , Wei Xu

In a critically self--organized model of punctuated equilibrium, boundaries determine peculiar scaling of the size distribution of evolutionary avalanches. This is derived by an inhomogeneous generalization of standard branching processes,…

凝聚态物理 · 物理学 2009-10-28 G. Caldarelli , C. Tebaldi , A. L. Stella

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

概率论 · 数学 2025-11-17 Andrey Pilipenko , Vadym Tkachenko

In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a…

概率论 · 数学 2013-08-05 Juan Carlos Pardo , Gabriel Berzunza

We consider multitype Markovian branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence…

概率论 · 数学 2014-12-01 Sophie Hautphenne , Guy Latouche
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