Back to Search Start Over

Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment.

Authors :
Cardona-Tobón, Natalia
Pardo, Juan Carlos
Source :
Journal of Applied Probability; Sep2024, Vol. 61 Issue 3, p886-908, 23p
Publication Year :
2024

Abstract

We continue with the systematic study of the speed of extinction of continuous-state branching processes in Lévy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime under the assumption that the branching mechanism is regularly varying. We extend recent results of Li and Xu (2018) and Palau et al. (2016), where it is assumed that the branching mechanism is stable, and complement the recent articles of Bansaye et al. (2021) and Cardona-Tobón and Pardo (2021), where the critical and the strongly and intermediate subcritical cases were treated, respectively. Our methodology combines a path analysis of the branching process together with its Lévy environment, fluctuation theory for Lévy processes, and the asymptotic behaviour of exponential functionals of Lévy processes. Our approach is inspired by the last two previously cited papers, and by Afanasyev et al. (2012), where the analogue was obtained. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00219002
Volume :
61
Issue :
3
Database :
Complementary Index
Journal :
Journal of Applied Probability
Publication Type :
Academic Journal
Accession number :
179706400
Full Text :
https://doi.org/10.1017/jpr.2023.92