Speaker：Xiaowen Zhou (Concordia University)

Time：2023-7-18, 10:30

Location：Conference Room 105 at Experiment Building at Haiyun Campus

Abstract:

Continuous-state branching processes (CSBPs) with nonlinear branching mechanism can be obtained from spectrally positive Lvy processes by generalized Lamperti time changes. These generalized CSBPs allow rich asymptotic behaviours such as extinction, explosion and coming down from infinity. The explosion behaviours for nonlinear CSBPs have been studied in Li and Zhou (2021) when the big jumps of the process have a finite first moment. In this talk we further consider the explosion behaviours for such processes with jumps of infinite first moment. In particular, we identify the speed of explosion when the associated Laplace exponent and rate function are both regularly varying.This talk is based on joint work with Bo Li and Clement Foucart.