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

[41] Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration [J].

Barczy, Matyas ;

Li, Zenghu ;

Pap, Gyula .

JOURNAL OF THEORETICAL PROBABILITY, 2016, 29 (03) :958-995

[42] Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct [J].

Lambert, Amaury .

ELECTRONIC JOURNAL OF PROBABILITY, 2007, 12 :420-446

[43] Nonlinear Branching Processes with Immigration [J].

Li, Pei-Sen .

ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2017, 33 (08) :1021-1038

[44] Branching Collision Processes with Immigration [J].

Anyue Chen ;

Junping Li ;

Jing Zhang .

Methodology and Computing in Applied Probability, 2020, 22 :1063-1088

[45] Exponential ergodicity of branching processes with immigration and competition [J].

Li, Pei-Sen ;

Li, Zenghu ;

Wang, Jian ;

Zhou, Xiaowen .

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2025, 61 (01) :350-384

[46] General branching processes with immigration [J].

Olofsson, P .

JOURNAL OF APPLIED PROBABILITY, 1996, 33 (04) :940-948

[47] Branching Collision Processes with Immigration [J].

Chen, Anyue ;

Li, Junping ;

Zhang, Jing .

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2020, 22 (03) :1063-1088

[48] Nonlinear branching processes with immigration [J].

Pei-Sen Li .

Acta Mathematica Sinica, English Series, 2017, 33 :1021-1038

[49] Asymptotic Behaviors for Critical Branching Processes with Immigration [J].

Li, Dou Dou ;

Zhang, Mei .

ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2019, 35 (04) :537-549

[50] Nonlinear Branching Processes with Immigration [J].

Pei-Sen LI .

Acta Mathematica Sinica,English Series, 2017, (08) :1021-1038

← 1 2 3 4 5 →