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Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment
Published online by Cambridge University Press: 25 February 2021
Abstract
We are interested in the property of coming down from infinity of continuous-state branching processes with competition in a Lévy environment. We first study the event of extinction for such a family of processes under Grey’s condition. Moreover, if we add an integrability condition on the competition mechanism then the process comes down from infinity regardless of the long-time behaviour of the environment.
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- © The Author(s), 2021. Published by Cambridge University Press on behalf of Applied Probability Trust
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