Moments of continuous-state branching processes with or without immigration
Probability
2017-03-01 v1
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.
Keywords
Cite
@article{arxiv.1702.08698,
title = {Moments of continuous-state branching processes with or without immigration},
author = {Lina Ji and Zenghu Li},
journal= {arXiv preprint arXiv:1702.08698},
year = {2017}
}