Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration

被引：15

作者：

Barczy, Matyas ^{[1
]}

Li, Zenghu ^{[2
]}

Pap, Gyula ^{[3
]}

机构：

[1] Univ Debrecen, Fac Informat, Pf 12, H-4010 Debrecen, Hungary

[2] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China

[3] Univ Szeged, Bolyai Inst, Aradi Vertanuk Tere 1, H-6720 Szeged, Hungary

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2016年 / 29卷 / 03期

关键词：

Multitype continuous state and continuous time branching process with immigration; Moments; Comparison theorem; Truncation; STOCHASTIC DIFFERENTIAL-EQUATIONS;

D O I：

10.1007/s10959-015-0605-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Recursions for moments of multitype continuous state and continuous time branching process with immigration are derived. It turns out that the th (mixed) moments and the th (mixed) central moments are polynomials of the initial value of the process, and their degree is at most k and [k/2], respectively.

引用

页码：958 / 995

页数：38

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