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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorLabbé, Cyril
HAL ID: 9675
*
dc.date.accessioned2018-01-10T11:16:10Z
dc.date.available2018-01-10T11:16:10Z
dc.date.issued2013
dc.identifier.issn1083-589X
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17261
dc.language.isoenen
dc.subjectContinuous-state branching process
dc.subjectDrift
dc.subjectQuasi-stationary distribution
dc.subjectQ-process
dc.subjectRegular variation
dc.subject.ddc519en
dc.titleQuasi-stationary distributions associated with explosive CSBP
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned on non-explosion when the branching mechanism is regularly varying at 0.
dc.relation.isversionofjnlnameElectronic Communications in Probability
dc.relation.isversionofjnlvol18
dc.relation.isversionofjnlissue57
dc.relation.isversionofjnldate2013
dc.relation.isversionofjnlpages1-13
dc.relation.isversionofdoi10.1214/ECP.v18-2508
dc.relation.isversionofjnlpublisherInstitute of Mathematical Statistics
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2019-09-20T08:30:01Z
hal.author.functionaut


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