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：
ActaMathematicaeApplicataeSinica | 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：
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
收藏
页码：361 / 373
页数：13
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