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math.PR2016
Extinction properties of multi-type continuous-state branching processes
Andreas Kyprianou, Sandra Palau
Recently in Barczy, Li and Pap (2015), the notion of a multi-type continuous-state branching process (with immigration) having d-types was introduced as a solution to an d-dimensio…
math.PR2016
Asymptotic behaviour of exponential functionals of Lévy processes with applications to random processes in random environment
Sandra Palau, Juan Carlos Pardo, Charline Smadi
Let be a real-valued Lévy process and define its associated exponential functional as follows \[ I_t(ξ):=\int_0^t \exp\{-ξ_s\}{\rm d} s, \qquad t\ge 0. \] Motivat…