Moments of Continuous-state Branching Processes with or Without Immigration

被引：1

作者：

Lina JI ^{[1
]}

Zenghu 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

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：

020208 ; 070103 ; 0714 ;

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

共 50 条

[21] Lamperti transformation for continuous-state branching processes with competition and applications [J].

Ma, Rugang .

STATISTICS & PROBABILITY LETTERS, 2015, 107 :11-17

[22] On SDE associated with continuous-state branching processes conditioned to never be extinct [J].

Fittipaldi, M. C. ;

Fontbona, J. .

ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2012, 17 :1-13

[23] Total length of the genealogical tree for quadratic stationary continuous-state branching processes [J].

Bi, Hongwei ;

Delmas, Jean-Francois .

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2016, 52 (03) :1321-1350

[24] Small value probabilities for continuous state branching processes with immigration [J].

Chu WeiJuan ;

Li WenBo, V ;

Ren YanXia .

SCIENCE CHINA-MATHEMATICS, 2012, 55 (11) :2259-2271

[25] Small value probabilities for continuous state branching processes with immigration [J].

LI WenBo V .

Science China(Mathematics), 2012, 55 (11) :2259-2271

[26] Small value probabilities for continuous state branching processes with immigration [J].

WeiJuan Chu ;

WenBo V. Li ;

YanXia Ren .

Science China Mathematics, 2012, 55 :2259-2271

[27] ON ASYMPTOTIC STRUCTURE OF CONTINUOUS-TIME MARKOV BRANCHING PROCESSES ALLOWING IMMIGRATION WITHOUT HIGHER-ORDER MOMENTS [J].

Imomov, A. A. ;

Meyliev, A. Kh .

UFA MATHEMATICAL JOURNAL, 2021, 13 (01) :137-147

[28] Moment Properties for Two-type Continuous-state Branching Processes in Levy Random Environments [J].

Chen, Shukai ;

Zheng, Xiangqi .

MARKOV PROCESSES AND RELATED FIELDS, 2023, 29 (03) :301-328

[29] Branching processes with immigration and related topics [J].

Li Z.-H. .

Frontiers of Mathematics in China, 2006, 1 (1) :73-97

[30] Harmonic moments and large deviations for supercritical branching processes with immigration [J].

Qi Sun ;

Mei Zhang .

Frontiers of Mathematics in China, 2017, 12 :1201-1220

← 1 2 3 4 5 →