| Título: | On the extinction of continuous state branching processes with catastrophes |
| Autores: |
Bansaye, Vincent; École Polytechnique Pardo Millan, Juan Carlos; CIMAT Smadi, Charline; École Polytechnique and Université Paris-Est |
| Fecha: | 2013-01-04 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Continuous State Branching Processes, Lévy processes, Poisson Point Processes, Random Environment, Extinction, Long time behavior 60J80, 60J25, 60G51, 60H10, 60G55, 60K37. |
| Descripción: | We consider continuous state branching processes (CSBP's) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a Lévy process with bounded variation paths. We construct the associated class of processes as the unique solution of a stochastic differential equation. The quenched branching property of the process allows us to derive quenched and annealed results and make appear new asymptotic behaviors. We characterize the Laplace exponent of the process as the solution of a backward ordinary differential equation and establish when it becomes extinct. For a class of processes for which extinction and absorption coincide (including the $\alpha$ stable CSBP's plus a drift), we determine the speed of extinction. Four regimes appear, as in the case of branching processes in random environment in discrete time and space.The proofs rely on a fine study of the asymptotic behavior of exponential functionals of Lévy processes. Finally, we apply these results to a cell infection model and determine the mean speed of propagation of the infection. |
| Idioma: | Inglés |
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