On conservativity of multitype continuous-state branching processes

Source abstract

In [4], Grey gives a condition on the branching mechanism $ψ$ of a continuous- state branching process Z ensuring that the process is conservative. This condition is obtained from the expression of the solution of the differential equation satisfied by the Laplace exponent of Z. In higher dimensions, it is generally no longer possible to make this solution explicit and very few conditions ensuring the conservativity of the process are known. In this paper, we provide necessary conditions and sufficient conditions for conservativity. For dimension 2, when types cannot regenerate themselves, we give a necessary and sufficient condition and we invert the Lamperti representation of the multitype branching process.