BIRS Workshop Lecture Videos
Continuous state branching processes in a Lévy random environment. Palau Calderón, Sandra
In this talk, we analyze the strong solution of a particular family of stochastic differential equations. This result allows us to introduce continuous state branching process (CSBP) in a Lévy random environment. When the underlying CSBP is stable, we study the asymptotic behavior of the explosion and extinction probabilities. These probabilities are related with the exponential functional of a Lévy process.
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