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Asymptotic behaviour near extinction of continuous state branching processes

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.

preprint2013arXivOpen access
Juan Carlos PardoGabriel Berzunza
math.PR
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Juan Carlos PardoGabriel Berzunza

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