Asymptotic behaviour near extinction of continuous-state branching processes
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AbstractIn this paper we study the asymptotic behaviour near extinction of (sub-)critical continuous-state branching processes. In particular, we establish an analogue of Khintchine's law of the iterated logarithm near extinction time for a continuous-state branching process whose branching mechanism satisfies a given condition.
2019 ◽
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pp. 1122-1150
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1999 ◽
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pp. 611-619
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1973 ◽
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