Open Access
May 2014 Survival of homogeneous fragmentation processes with killing
Robert Knobloch, Andreas E. Kyprianou
Ann. Inst. H. Poincaré Probab. Statist. 50(2): 476-491 (May 2014). DOI: 10.1214/12-AIHP520


We consider a homogeneous fragmentation process with killing at an exponential barrier. With the help of two families of martingales we analyse the decay of the largest fragment for parameter values that allow for survival. In this respect the present paper is also concerned with the probability of extinction of the killed process.

Nous considérons un processus de fragmentation homogène tué à une barrière exponentielle. À l’aide de deux familles de martingales nous analysons la décroissance du plus gros fragment pour des valeurs des paramètres permettant la survie du système. Cet article traite aussi de la probabilité d’extinction du processus tué.


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Robert Knobloch. Andreas E. Kyprianou. "Survival of homogeneous fragmentation processes with killing." Ann. Inst. H. Poincaré Probab. Statist. 50 (2) 476 - 491, May 2014.


Published: May 2014
First available in Project Euclid: 26 March 2014

zbMATH: 1301.60087
MathSciNet: MR3189080
Digital Object Identifier: 10.1214/12-AIHP520

Primary: 60G09 , 60J25

Keywords: Additive martingales , Homogeneous fragmentation , Largest fragment , Multiplicative martingales , Scale functions

Rights: Copyright © 2014 Institut Henri Poincaré

Vol.50 • No. 2 • May 2014
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