Survival of homogenous fragmentation processes with killing

Robert Knobloch; Andreas Kyprianou

doi:10.1214/12-AIHP520

Survival of homogenous fragmentation processes with killing

Robert Knobloch, Andreas Kyprianou

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Abstract

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 language	English
Pages (from-to)	467 - 491
Number of pages	25
Journal	Annales de l'Institut Henri Poincare B Probabilites et Statistiques
Volume	50
Issue number	2
Early online date	26 Mar 2014
DOIs	https://doi.org/10.1214/12-AIHP520
Publication status	Published - May 2014

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10.1214/12-AIHP520

Survival_of_homogeneous_fragmentation_processes_with_killing
The published version is available via: http://dx.doi.org/10.1214/12-AIHP520
Accepted author manuscript, 221 KB
Knobloch-Kyprianou (2014) Survival of homogeneous fragmentation processes with killing
The published version is available via: http://dx.doi.org/10.1214/12-AIHP520
Final published version, 229 KB

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title = "Survival of homogenous fragmentation processes with killing",

abstract = "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. ",

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Survival of homogenous fragmentation processes with killing

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