Moments of continuous-state branching processes with or without immigration
Abstract
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 given by Dawson and Li (2012) plays an essential role in the proofs.
- Publication:
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arXiv e-prints
- Pub Date:
- February 2017
- DOI:
- 10.48550/arXiv.1702.08698
- arXiv:
- arXiv:1702.08698
- Bibcode:
- 2017arXiv170208698J
- Keywords:
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- Mathematics - Probability