Moments of Continuous-State Branching Processes in Lévy Random Environments

For continuous-state branching processes in Lévy random environments, the recursion of n -moments and the equivalent condition for the existence of general f -moments are established, where f is a positive continuous function satisfying some standard conditions.

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Bibliographic Details
Published inActa mathematica scientia Vol. 39; no. 3; pp. 781 - 796
Main Authors Ji, Lina, Zheng, Xiangqi
Format Journal Article
LanguageEnglish
Published Singapore Springer Singapore 01.05.2019
Subjects
Analysis
Mathematics
Mathematics and Statistics
continuous-state
moments
stochastic equations
60H20
random environment
60G51
60J80
60K37
Branching processes
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Summary:For continuous-state branching processes in Lévy random environments, the recursion of n -moments and the equivalent condition for the existence of general f -moments are established, where f is a positive continuous function satisfying some standard conditions.
ISSN:0252-9602
1572-9087
DOI:10.1007/s10473-019-0310-7