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A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption

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  • Liu, Jiaqi

Abstract

We consider a slightly subcritical branching Brownian motion with absorption, where particles move as Brownian motions with drift −2+2ɛ, undergo dyadic fission at rate 1, and are killed when they reach the origin. We obtain a Yaglom type asymptotic result, showing that the long run expected number of particles conditioned on survival grows exponentially as 1/ɛ as the process approaches criticality.

Suggested Citation

  • Liu, Jiaqi, 2021. "A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption," Stochastic Processes and their Applications, Elsevier, vol. 141(C), pages 245-273.
    • Handle: RePEc:eee:spapps:v:141:y:2021:i:c:p:245-273
    DOI: 10.1016/j.spa.2021.07.009
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    References listed on IDEAS

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    1. Kesten, Harry, 1978. "Branching brownian motion with absorption," Stochastic Processes and their Applications, Elsevier, vol. 7(1), pages 9-47, March.
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    Cited by:

    1. Li, Zenghu & Zhu, Yaping, 2022. "Survival probability for super-Brownian motion with absorption," Statistics & Probability Letters, Elsevier, vol. 186(C).

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