Changing the branching mechanism of a continuous state branching process using immigration

Romain Abraham, Jean-Francois Delmas

Published 2006-09-19, updated 2007-10-15Version 2

We construct a continuous state branching process with immigration (CBI) whose immigration depends on the CBI itself and we recover a continuous state branching process (CB). This provides a dual construction of the pruning at nodes of CB introduced by the authors in a previous paper. This construction is a natural way to model neutral mutation. Using exponential formula, we compute the probability of extinction of the original type population in a critical or sub-critical quadratic branching, conditionally on the non extinction of the total population.