Moments of Continuous-state Branching Processes with or Without Immigration

被引：1

作者：

Li-na JI ^{[1
]}

Zeng-hu LI ^{[2
]}

机构：

[1] Department of Mathematics, Southern University of Science and Technology

[2] School of Mathematical Sciences, Beijing Normal University

来源：

Acta Mathematicae Applicatae Sinica | 2020年 / 36卷 / 02期

基金：

中国国家自然科学基金;

关键词：

branching process; continuous-state; immigration; moments; stochastic equation;

D O I：

暂无

中图分类号：

O211.65 [分支过程];

学科分类号：

摘要：

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 plays an essential role in the proofs.

引用

页码：361 / 373

页数：13

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