Mathematics – Probability
Scientific paper
2005-08-25
Annals of Applied Probability 2005, Vol. 15, No. 3, 2081-2112
Mathematics
Probability
Published at http://dx.doi.org/10.1214/105051605000000386 in the Annals of Applied Probability (http://www.imstat.org/aap/) by
Scientific paper
10.1214/105051605000000386
First we establish explosion criteria for jump processes with an arbitrary locally compact separable metric state space. Then these results are applied to two stochastic coagulation-fragmentation models--the direct simulation model and the mass flow model. In the pure coagulation case, there is almost sure explosion in the mass flow model for arbitrary homogeneous coagulation kernels with exponent bigger than 1. In the case of pure multiple fragmentation with a continuous size space, explosion occurs in both models provided the total fragmentation rate grows sufficiently fast at zero. However, an example shows that the explosion properties of both models are not equivalent.
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