Title of article
On the hitting times of continuous-state branching processes with immigration
Author/Authors
Duhalde، نويسنده , , Xan and Foucart، نويسنده , , Clément and Ma، نويسنده , , Chunhua، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
20
From page
4182
To page
4201
Abstract
We study a two-dimensional joint distribution related to the first passage time below a level for a continuous-state branching process with immigration. We provide an explicit expression of its Laplace transform and obtain a necessary and sufficient criterion for transience or recurrence. We follow the approach of Shiga (1990), by finding some λ -invariant functions for the generator.
Keywords
Immigration , Scale function , Entrance time , Polarity , Transience and recurrence , Continuous-state branching processes
Journal title
Stochastic Processes and their Applications
Serial Year
2014
Journal title
Stochastic Processes and their Applications
Record number
1579510
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