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arXiv · 2203.05801

Moment properties for two-type continuous-state branching processes in random environments

Shukai Chen·Xiangqi Zheng
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Abstract

We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the $n$th moment of the process is a polynomial of the initial value of the process with at most $n$ degree. Under some natural condition, the criteria for the existence of $f$-moment of the process are also proved.

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Shukai Chen, Xiangqi Zheng. 2022-03-11. Moment properties for two-type continuous-state branching processes in random environments. https://arxiv.org/abs/2203.05801

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