Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients

In this work we deal with a anticipated backward doubly stochastic differential equation associated to a random Poisson measure. We establish existence and uniqueness of solution in the case of non-Lipschitz coefficients. The novelty of our result lies in the fact that we allow the time interval to be infinite.

On Largest Offspring in a Critical Branching Process with Finite Variance

Continuing the work in Bertoin (2011) we study the distribution of the maximal number X * k of offspring amongst all individuals in a critical Galton‒Watson process started with k ancestors, treating the case when the reproduction law has a regularly varying tail F̅ with index −α for α > 2 (and, hence, finite variance). We show that X * k suitably normalized converges in distribution to a Fréchet law with shape parameter α/2; this contrasts sharply with the case 1< α<2 when the variance is infinite. More generally, we obtain a weak limit theorem for the offspring sequence ranked in decreasing order, in terms of atoms of a certain doubly stochastic Poisson measure.

On Largest Offspring in a Critical Branching Process with Finite Variance

Continuing the work in Bertoin (2011) we study the distribution of the maximal number X*k of offspring amongst all individuals in a critical Galton‒Watson process started with k ancestors, treating the case when the reproduction law has a regularly varying tail F̅ with index −α for α > 2 (and, hence, finite variance). We show that X*k suitably normalized converges in distribution to a Fréchet law with shape parameter α/2; this contrasts sharply with the case 1< α<2 when the variance is infinite. More generally, we obtain a weak limit theorem for the offspring sequence ranked in decreasing order, in terms of atoms of a certain doubly stochastic Poisson measure.