| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156480 | Stochastic Processes and their Applications | 2014 | 20 Pages |
Abstract
We study a two-dimensional joint distribution related to the first passage time below a level for a continuous-state branching process with immigration. We provide an explicit expression of its Laplace transform and obtain a necessary and sufficient criterion for transience or recurrence. We follow the approach of Shiga (1990), by finding some λ-invariant functions for the generator.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Xan Duhalde, Clément Foucart, Chunhua Ma,