Abstract
We study a two-dimensional process arising as the unique nonnegative solution to a pair of stochastic differential equations driven by independent Brownian motions and compensated spectrally positive Lévy random measures. Both processes and can be identified as continuous-state nonlinear branching processes where the evolution of is negatively affected by . Assuming that process extinguishes, i.e. it converges to but never reaches in finite time, and process converges to , we identify rather sharp conditions under which the process exhibits, respectively, one of the following behaviors: extinction with probability one, extinguishing with probability one or both extinction and extinguishing occurring with strictly positive probabilities.
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