Moment properties for two-type continuous-state branching processes in random environments
Probability
2022-08-05 v2
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 th moment of the process is a polynomial of the initial value of the process with at most degree. Under some natural condition, the criteria for the existence of -moment of the process are also proved.
Keywords
Cite
@article{arxiv.2203.05801,
title = {Moment properties for two-type continuous-state branching processes in random environments},
author = {Shukai Chen and Xiangqi Zheng},
journal= {arXiv preprint arXiv:2203.05801},
year = {2022}
}