Moments of Continuous-State Branching Processes in Lévy Random Environments
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For continuous-state branching processes in Lévy random environments, the recursion of n-moments and the equivalent condition for the existence of general f-moments are established, where f is a positive continuous function satisfying some standard conditions.
Key wordsBranching processes continuous-state moments random environment stochastic equations
2010 MR Subject Classification60J80 60K37 60H20 60G51
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Heartfelt thanks are given to Professor Zenghu Li for his careful guidance and helpful suggestions.
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- He H, Li Z, Xu W. Continuous-state branching processes in Lévy random environments. J Theor Probab, 2017[2018-03-31]. https://doi.org/10.1007/s10959-017-0765-1