  In this paper we consider the unique nonnegative solution to the following
generalized version of the stochastic differential equation for a
continuous-state branching process. \beqnn X_t \ar=\ar
x+\int_0^t\gamma_0(X_s)\dd s+\int_0^t\int_0^{\gamma_1(X_{s-})} W(\dd s,\dd
u)\cr \ar\ar\qquad+\int_0^t\int_{0}^\infty\int_0^{\gamma_2(X_{s-})}
z\tilde{N}(\dd s, \dd z, \dd u), \eeqnn where $W(\dd t,\dd u) $ and
$\tilde{N}(\dd s, \dd z, \dd u)$ denote a Gaussian white noise and an
independent compensated spectrally positive Poisson random measure,
respectively, and $\gamma_0,\gamma_1$ and $\gamma_2$ are functions on
$\mbb{R}_+$ with both $\gamma_1$ and $\gamma_2$ taking nonnegative values.
Intuitively, this process can be identified as a continuous-state branching
process with population-size-dependent branching rates and with competition.
Using martingale techniques we find rather sharp conditions on extinction,
explosion and coming down from infinity behaviors of the process. Some
Foster-Lyapunov type criteria are also developed for such a process. More
explicit results are obtained when $\gamma_i, i=0, 1, 2$ are power functions.
