Explosion of continuous-state branching processes with competition in a Lévy environment

We find sufficient conditions on explosion/non-explosion for continuous-state branching processes with competition in a Lévy random environment. In particular, we identify the necessary and sufficient conditions on explosion/non-explosion when the competition function is a power function and the Lév...

Full description

Saved in:
Bibliographic Details
Published inJournal of applied probability Vol. 61; no. 1; pp. 68 - 81
Main Authors Ma, Rugang, Zhou, Xiaowen
Format Journal Article
LanguageEnglish
Published Cambridge, UK Cambridge University Press 01.03.2024
Subjects
Brownian motion
Competition
Explosions
Immigration
Laplace transforms
Original Article
explosion
competition
60H20
Continuous-state branching processes
random environment
60J80
Online AccessGet full text
ISSN0021-9002
1475-6072
DOI10.1017/jpr.2023.32

Cover

More Information
Summary:We find sufficient conditions on explosion/non-explosion for continuous-state branching processes with competition in a Lévy random environment. In particular, we identify the necessary and sufficient conditions on explosion/non-explosion when the competition function is a power function and the Lévy measure of the associated branching mechanism is stable.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0021-9002
1475-6072
DOI:10.1017/jpr.2023.32