Integral Functionals for Spectrally Positive Lévy Processes
نویسندگان
چکیده
We find necessary and sufficient conditions for almost sure finiteness of integral functionals spectrally positive Lévy processes under conditional probabilities. Via Lamperti-type transforms, these results can be applied to obtain new tests on extinction explosion behaviors a class continuous-state nonlinear branching processes.
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2022
ISSN: ['1572-9230', '0894-9840']
DOI: https://doi.org/10.1007/s10959-022-01176-y