Continuous state branching processes in random environment: The Brownian case - Palau, S.; Pardo, J.C. (Stochastic processes and their applications, 2017)
Keywords: Brownian motion; Continuous state branching processes in random environment; Continuous state branching processes with immigration in random environment; Explosion and extinction probabilities; Exponential functional of Brownian motion; Q-process; Supercritical process conditioned on eventual extinction; Brownian motion; Supercritical process conditioned on eventual extinction; Explosion and extinction probabilities; Exponential functional of Brownian motion; 60G51; 60G80; Q-process; 60G17; Continuous state branching processes with immigration in random environment; Continuous state branching processes in random environment