Asymptotic behaviour near extinction of continuous-state branching processes
Asymptotic behaviour near extinction of continuous-state branching processes
Abstract In this paper we study the asymptotic behaviour near extinction of (sub-)critical continuous-state branching processes. In particular, we establish an analogue of Khintchine's law of the iterated logarithm near extinction time for a continuous-state branching process whose branching mechanism satisfies a given condition.