Quasi-stationary distributions associated with explosive CSBP

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Date
2013
Indexation documentaire
Probabilités et mathématiques appliquées
Subject
Continuous-state branching process; Drift; Quasi-stationary distribution; Q-process; Regular variation
Nom de la revue
Electronic Communications in Probability
Volume
18
Date de publication
2013
Nom de l'éditeur
University of Washington
DOI
http://dx.doi.org/10.1214/ECP.v18-2508
URI
https://basepub.dauphine.fr/handle/123456789/17261
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Auteur
Labbé, Cyril
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Type
Article accepté pour publication ou publié
Résumé en anglais
We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned on non-explosion when the branching mechanism is regularly varying at 0.