Continuous state branching processes in random environment: The Brownian case

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Palau, Sandra; Pardo, Juan Carlos;
  • Subject: 60G17, 60G51, 60G80 | Mathematics - Probability
    arxiv: Astrophysics::Galaxy Astrophysics | Quantitative Biology::Populations and Evolution

We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours are studied. In the stable ca... View more
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