Journal of Applied Probability
- J. Appl. Probab.
- Volume 53, Number 2 (2016), 381-391.
Asymptotic behaviour near extinction of continuous-state branching processes
In this paper we study the asymptotic behaviour near extinction of (sub-)critical continuous-state branching processes. In particular, we establish an analogue of Khintchine's law of the iterated logarithm near extinction time for a continuous-state branching process whose branching mechanism satisfies a given condition.
J. Appl. Probab., Volume 53, Number 2 (2016), 381-391.
First available in Project Euclid: 17 June 2016
Permanent link to this document
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60G17: Sample path properties
Secondary: 60G51: Processes with independent increments; Lévy processes 60G80
Berzunza, Gabriel; Pardo, Juan Carlos. Asymptotic behaviour near extinction of continuous-state branching processes. J. Appl. Probab. 53 (2016), no. 2, 381--391. https://projecteuclid.org/euclid.jap/1466172861