@article{8742f2b039234b9a8f7a6e4331e37740,
title = "Integral Functionals for Spectrally Positive L{\'e}vy Processes",
abstract = "We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L{\'e}vy 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.",
keywords = "Continuous-state branching process, Explosion, Extinction, Integral test, Lamperti transform, L{\'e}vy process, Stochastic integral equation",
author = "Li, {Pei Sen} and Xiaowen Zhou",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.",
year = "2023",
month = mar,
doi = "10.1007/s10959-022-01176-y",
language = "English",
volume = "36",
pages = "297--314",
journal = "Journal of Theoretical Probability",
issn = "0894-9840",
publisher = "Springer New York",
number = "1",
}