Juan Carlos Pardo, Gabriel Berzunza
Published 2013-08-02Version 1
In this note, we study the asymptotic behaviour near extinction of (sub-) critical continuous state branching processes. In particular, we establish an analogue of Khintchin's law of the iterated logarithm near extinction time for a continuous state branching process whose branching mechanism satisfies a given condition and its reflected process at its infimum.
Asymptotic behaviour of exponential functionals of Lévy processes with applications to random processes in random environment
Existence and asymptotic behaviour of some time-inhomogeneous diffusions
Asymptotic behaviour of watermelons
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