Continuous-state branching processes with Lévy-Khintchine drift-interaction: Laplace duality and Fellerian extensions
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arXiv
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2026
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| author | Foucart, Clément Rebotier, Félix |
| author_facet | Foucart, Clément Rebotier, Félix |
| contents | We investigate the class of continuous-state branching processes with interaction driven by a Lévy-Khintchine type drift (CBDI). These $[0,\infty]$-valued processes capture both dynamics of branching and density-dependence, allowing for cooperation at low population sizes and competition at high densities. Although the interaction breaks the branching property, the Lévy--Khintchine form of the drift induces a Laplace duality. This duality expresses the Laplace transform of a CBDI process in terms of that of another CBDI process, in which the branching and drift-interaction mechanisms are exchanged. The process, stopped upon hitting either boundary $0$ or $\infty$, is uniquely characterized in law by these mechanisms. A Fellerian extension is constructed when the drift is non-Lipschitz and sufficiently strong at a boundary, allowing the process to leave this boundary continuously and possibly re-enter it. We identify parameters, defined in terms of the mechanisms and their associated scale function and potential measure, that determine the boundary behavior at $0$ and $\infty$ (entrance, exit or regular). Settings exhibiting all regimes, including regular-for-itself and non-sticky boundaries, arise when the mechanisms are assumed to be regularly varying. Our approach combines Laplace duality and comparison principles. The duality facilitates the analysis of semigroups and the construction of sharp Lyapunov functions. Comparisons ensure monotonicity and convergence properties of first-passage times. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_06488 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Continuous-state branching processes with Lévy-Khintchine drift-interaction: Laplace duality and Fellerian extensions Foucart, Clément Rebotier, Félix Probability 60G07, 60J80, 60J25, 60J35, 92D25 We investigate the class of continuous-state branching processes with interaction driven by a Lévy-Khintchine type drift (CBDI). These $[0,\infty]$-valued processes capture both dynamics of branching and density-dependence, allowing for cooperation at low population sizes and competition at high densities. Although the interaction breaks the branching property, the Lévy--Khintchine form of the drift induces a Laplace duality. This duality expresses the Laplace transform of a CBDI process in terms of that of another CBDI process, in which the branching and drift-interaction mechanisms are exchanged. The process, stopped upon hitting either boundary $0$ or $\infty$, is uniquely characterized in law by these mechanisms. A Fellerian extension is constructed when the drift is non-Lipschitz and sufficiently strong at a boundary, allowing the process to leave this boundary continuously and possibly re-enter it. We identify parameters, defined in terms of the mechanisms and their associated scale function and potential measure, that determine the boundary behavior at $0$ and $\infty$ (entrance, exit or regular). Settings exhibiting all regimes, including regular-for-itself and non-sticky boundaries, arise when the mechanisms are assumed to be regularly varying. Our approach combines Laplace duality and comparison principles. The duality facilitates the analysis of semigroups and the construction of sharp Lyapunov functions. Comparisons ensure monotonicity and convergence properties of first-passage times. |
| title | Continuous-state branching processes with Lévy-Khintchine drift-interaction: Laplace duality and Fellerian extensions |
| topic | Probability 60G07, 60J80, 60J25, 60J35, 92D25 |
| url | https://arxiv.org/abs/2605.06488 |