Continuous-State Branching Processes and Self-Similarity

Andreas E Kyprianou, Juan-Carlos Pardo

Research output: Contribution to journalArticle

19 Citations (Scopus)

Abstract

In this paper we study the α-stable continuous-state branching processes (for α ∈ (1, 2]) and the α-stable continuous-state branching processes conditioned never to become extinct in the light of positive self-similarity. Understanding the interaction of the Lamperti transformation for continuous-state branching processes and the Lamperti transformation for positive, self-similar Markov processes gives access to a number of explicit results concerning the paths of α-stable continuous-state branching processes and α-stable continuous-state branching processes conditioned never to become extinct.
Original languageEnglish
Pages (from-to)1140-1160
Number of pages21
JournalJournal of Applied Probability
Volume45
Issue number4
DOIs
Publication statusPublished - Dec 2008

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