Explosion of continuous-state branching processes with competition in a Levy environment

被引:0
|
作者
Ma, Rugang [1 ,2 ]
Zhou, Xiaowen [2 ]
机构
[1] Cent Univ Finance & Econ, Sch Stat & Math, Beijing, Peoples R China
[2] Concordia Univ, Dept Math & Stat, Montreal, PQ, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Continuous-state branching processes; competition; random environment; explosion; CONTINUOUS-TIME; EXTINCTION;
D O I
10.1017/jpr.2023.32
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We find sufficient conditions on explosion/non-explosion for continuous-state branching processes with competition in a Levy random environment. In particular, we identify the necessary and sufficient conditions on explosion/non-explosion when the competition function is a power function and the Levy measure of the associated branching mechanism is stable.
引用
收藏
页码:68 / 81
页数:14
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