Changing the branching mechanism of a continuous state branching process using immigration

We consider an initial population whose size evolves according to a continuous state branching process. Then we add to this process an immigration (with the same branching mechanism as the initial population), in such a way that the immigration rate is proportional to the whole population size. We prove this continuous state branching process with immigration proportional to its own size is itself a continuous state branching process. By considering the immigration as the apparition of a new type, this construction is a natural way to model neutral mutation. It also provides in some sense a dual construction of the particular pruning at nodes of continuous state branching process introduced by the authors in a previous paper. For a critical or sub-critical quadratic branching mechanism, it is possible to explicitly compute some quantities of interest. For example, we compute the Laplace transform of the size of the initial population conditionally on the non-extinction of the whole population with immigration. We also derive the probability of simultaneous extinction of the initial population and the whole population with immigration.