publication . Other literature type . Article . Preprint . 2015

Continuous state branching processes in random environment: The Brownian case.

Palau, Sandra; Pardo, Juan Carlos;
  • Published: 30 Jun 2015
  • Publisher: Elsevier BV
Abstract
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 case, the extinction and explosion probabilities are given explicitly. We find three regimes for the asymptotic behaviour of the explosion probability and, as in the case of branching processes in random environment, we find five regimes for the asymptotic behaviour of the extinction probability. In the supercritical regime, we study the process conditioned on eventual extinction where three regimes...
Subjects
arXiv: Quantitative Biology::Populations and EvolutionAstrophysics::Galaxy Astrophysics
free text keywords: Extinction probability, Statistical physics, Extinction, Random environment, Branching (version control), Brownian motion, Stochastic differential equation, Mathematics, Mathematical analysis, Mathematics - Probability, 60G17, 60G51, 60G80
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