Refracted continuous-state branching processes: Self-regulating populations

A. Murillo-Salas, J.L. Pérez and A. Siri-Jégousse

Statistics & Probability Letters, 2017, vol. 123, issue C, 34-44

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.

Keywords: Branching processes; Refracted Lévy processes; Scale functions (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2016.11.026

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