Asymptotic behaviour near extinction of continuous state branching processes

Preprint, Other literature type English OPEN
Berzunza, Gabriel; Pardo, Juan Carlos;
(2016)
  • Publisher: Applied Probability Trust
  • Journal: issn: 0021-9002
  • Publisher copyright policies & self-archiving
  • Subject: Continuous-state branching process | conditioning to stay positive | Lamperti transform | Lévy process | 60G17 | 60G17, 60G51, 60G80 | 60G80 | Mathematics - Probability | 60G51 | rate of growth

In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a continuous state branching process wh... View more
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