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Pré-Publication, Document De Travail Année : 2023

Survival and maximum of spectrally negative branching Lévy processes with absorption

Résumé

We consider a spectrally negative branching Lévy process where the particles undergo dyadic branching and are killed when entering the negative half-plane. The purpose of this short note is to give conditions under which this process dies out a.s., and then study the asymptotics of its all-time maximum.
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hal-04111531 , version 1 (31-05-2023)

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Christophe Profeta. Survival and maximum of spectrally negative branching Lévy processes with absorption. 2023. ⟨hal-04111531⟩
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