Extremes of branching Ornstein-Uhlenbeck processes
Extremes of branching Ornstein-Uhlenbeck processes
In this article, we focus on the asymptotic behaviour of extremal particles in a branching Ornstein-Uhlenbeck process: particles move according to an Ornstein-Uhlenbeck process, solution of dXs = −µXsds + dBs, and branch at rate 1. We make µ = µt depend on the time-horizon t at which we observe …