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arXiv · 2205.07415

Explosion of continuous-state branching processes with competition in L\'evy environment

Rugang Ma·Xiaowen Zhou
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Abstract

Using the Lyapunov criteria arguments, we find sufficient conditions on explosion/nonexplosion for continuous-state branching processes with competition in L\'evy random environment. In particular, we identify the necessary and sufficient conditions on explosion/nonexplosion when the competition function is a power function and the L\'evy measure of the associated branching mechanism is stable.

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Rugang Ma, Xiaowen Zhou. 2022-05-16. Explosion of continuous-state branching processes with competition in L\'evy environment. https://arxiv.org/abs/2205.07415

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