Survival of homogenous fragmentation processes with killing

Robert Knobloch, Andreas Kyprianou

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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.
Original languageEnglish
Pages (from-to)467 - 491
Number of pages25
JournalAnnales de l'Institut Henri Poincare B Probabilites et Statistiques
Issue number2
Early online date26 Mar 2014
Publication statusPublished - May 2014


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