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arXiv · 1511.03972

Refracted Continuous-State Branching Processes: Self-regulating populations

Antonio Murillo-Salas·José Luis Pérez·Arno Siri-Jégousse
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Abstract

We construct a modified continuous-state branching process whose Malthusian parameter is replaced by another when passing below a certain level. The construction is obtained via a Lamperti-like transform applied to a refracted Lévy process. Infinitesimal generator, probability of vanishing at infinity, of explosion and some path properties are also provided.

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Antonio Murillo-Salas, José Luis Pérez, Arno Siri-Jégousse. 2016-11-30. Refracted Continuous-State Branching Processes: Self-regulating populations. https://arxiv.org/abs/1511.03972

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