Survival of homogenous fragmentation processes with killing

Details Survival of homogenous fragmentation processes with killing Survival of homogenous fragmentation processes with killing

2011-04-27

arxiv.org/abs/1104.5078v2

Mathematics

Probability

Scientific paper

We consider a homogenous fragmentation process with killing at an exponential
barrier. With the help of two families of martingales we analyse the growth of
the largest fragment for parameter values that allow for survival. In this
respect the present paper is also concerned with the probability of extinction
of the killed process.

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