Explosion of continuous-state branching processes with competition in L\'evy environment

Abstract

Using the Lyapunov criteria arguments, we find sufficient conditions on explosion/nonexplosion for continuous-state branching processes with competition in L\'evy random environment. In particular, we identify the necessary and sufficient conditions on explosion/nonexplosion when the competition function is a power function and the L\'evy measure of the associated branching mechanism is stable.

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