Journal of Applied Probability

Asymptotic behaviour near extinction of continuous-state branching processes

Gabriel Berzunza and Juan Carlos Pardo

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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.

Article information

J. Appl. Probab., Volume 53, Number 2 (2016), 381-391.

First available in Project Euclid: 17 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60G17: Sample path properties
Secondary: 60G51: Processes with independent increments; Lévy processes 60G80

Continuous-state branching process Lamperti transform Lévy process conditioning to stay positive rate of growth


Berzunza, Gabriel; Pardo, Juan Carlos. Asymptotic behaviour near extinction of continuous-state branching processes. J. Appl. Probab. 53 (2016), no. 2, 381--391.

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