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arXiv · 2107.05888

Asymptotic Results for Rough Continuous-state Branching Processes

Wei Xu
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Abstract

In this paper we provide explicit representations of Laplace transforms of extinction time and total progeny of rough continuous-state branching processes introduced in [7]. Also, we show that their tail distributions are much fatter than those of Feller branching diffusions.

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Wei Xu. 2021-07-13. Asymptotic Results for Rough Continuous-state Branching Processes. https://arxiv.org/abs/2107.05888

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