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.
Domaines
Probabilités [math.PR]| Origine | Fichiers produits par l'(les) auteur(s) |
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