Explosion speed of continuous state branching processes indexed by the Esscher transform

Documenti analoghi

• Weak convergence of continuous-state branching processes with large immigration
  di: Foucart, Clément, et al.
  Pubblicazione: (2023)
• Explosion rates for continuous-state branching processes in a Lévy environment
  di: Cardona-Tobón, Natalia, et al.
  Pubblicazione: (2023)
• Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
  di: Foucart, Clément, et al.
  Pubblicazione: (2024)
• Lévy processes resurrected in the positive half-line
  di: Caballero, María Emilia, et al.
  Pubblicazione: (2024)
• The second-order Esscher martingale densities for continuous-time market models
  di: Choulli, Tahir, et al.
  Pubblicazione: (2024)