Abstract
We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive Lévy processes under conditional probabilities. Via Lamperti-type transforms, these results can be applied to obtain new integral tests on extinction and explosion behaviors for a class of continuous-state nonlinear branching processes.
Original language | English |
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Pages (from-to) | 297-314 |
Number of pages | 18 |
Journal | Journal of Theoretical Probability |
Volume | 36 |
Issue number | 1 |
DOIs | |
Publication status | Published - Mar 2023 |
Keywords
- Continuous-state branching process
- Explosion
- Extinction
- Integral test
- Lamperti transform
- Lévy process
- Stochastic integral equation