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Survival of homogeneous fragmentation processes with killing

Robert KnoblochAndreas E. Kyprianou — 2014

Annales de l'I.H.P. Probabilités et statistiques

We consider a homogeneous fragmentation process with killing at an exponential barrier. With the help of two families of martingales we analyse the decay 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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