| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129839 | Statistics & Probability Letters | 2017 | 11 Pages |
Abstract
We construct a modified continuous-state branching process whose Malthusian parameter is replaced by another one when passing below a certain level. The construction is obtained via a Lamperti-like transform applied to a refracted Lévy process. Infinitesimal generator, probability of vanishing at infinity, of explosion and some path properties are also provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
A. Murillo-Salas, J.L. Pérez, A. Siri-Jégousse,