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arXiv · 1702.08698

Moments of continuous-state branching processes with or without immigration

Lina Ji·Zenghu Li
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Abstract

For a positive continuous function f satisfying some standard conditions, we study the f-moments of continuous-state branching processes with or without immigration. The main results give criteria for the existence of the f-moments. The characterization of the processes in terms of stochastic equations given by Dawson and Li (2012) plays an essential role in the proofs.

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Lina Ji, Zenghu Li. 2017-02-28. Moments of continuous-state branching processes with or without immigration. https://arxiv.org/abs/1702.08698

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