2015/11/12 by Antonio Murillo-Salas, José Luis Pérez, Murillo-Salas, Antonio +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Medicine · #FOS: Mathematics #Mathematical and Theoretical Epidemiology and Ecology Models #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.1511.03972
openalex publication_date 2015/11/12 · openalex created_date 2022/10/06 · openalex updated_date 2026/07/28
We construct a modified continuous-state branching process whose Malthusian\nparameter is replaced by another when passing below a certain level. The\nconstruction is obtained via a Lamperti-like transform applied to a refracted\nL 'evy process. Infinitesimal generator, probability of vanishing at infinity,\nof explosion and some path properties are also provided.\n