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Asymptotic behaviour near extinction of continuous-state branching processes
Part of
- Stochastic processes
Gabriel Berzunza, Juan Carlos Pardo
Journal:

Journal of Applied Probability / Volume 53 / Issue 2 / June 2016

Published online by Cambridge University Press:

21 June 2016, pp. 381-391

Print publication:

June 2016
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In this paper we study the asymptotic behaviour near extinction of (sub-)critical continuous-state branching processes. In particular, we establish an analogue of Khintchine's law of the iterated logarithm near extinction time for a continuous-state branching process whose branching mechanism satisfies a given condition.

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Asymptotic behaviour near extinction of continuous-state branching processes