Explosion speed of continuous state branching processes indexed by the Esscher transform
Abstract
A branching process Z is said to be non conservative if it hits ∞ in a finite time with positive probability. It is well known that this happens if and only if the branching mechanism φ of Z satisfies ∫0+dλ∕|φ(λ)|
Fields of Study & Subjects
Plant Surface Properties and Treatments
Stochastic processes and statistical mechanics
Publication details
- Journal / source
- Electronic Journal of Probability
- Volume
- 31
- Issue
- none
- Publication date
- 1 January 2026
- Language
- EN