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Journal Articles ALEA : Latin American Journal of Probability and Mathematical Statistics Year : 2021

Extinction time of logistic branching processes in a Brownian environment

Abstract

n this paper, we study the extinction time of logistic branching processes which are perturbed by an independent random environment driven by a Brownian motion. Our arguments use a Lamperti-type representation which is interesting on its own right and provides a one to one correspondence between the latter family of processes and the family of Feller diffusions which are perturbed by an independent spectrally positive Lévy process. When the independent random perturbation (of the Feller diffusion) is driven by a subordinator then the logistic branching processes in a Brownian environment converges to a specified distribution; otherwise, it becomes extinct a.s. In the latter scenario, and following a similar approach to Lambert (2005), we provide the expectation and the Laplace transform of the absorption time as a functional of the solution to a Ricatti differential equation. In particular, the latter characterises the law of the process coming down from infinity.
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Dates and versions

hal-02306075 , version 1 (04-10-2019)

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Hélène Leman, Juan Carlos Pardo. Extinction time of logistic branching processes in a Brownian environment. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2021, 18, pp.1859-1890. ⟨10.30757/ALEA.v18-70⟩. ⟨hal-02306075⟩
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