Moment properties for two-type continuous-state branching processes in random environments
We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the $n$th moment of the process is a polynomial of the initial value of the process with at most $n$ degree. Under some natural condition, the...
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Zusammenfassung: | We first derive the recurisions for integer moments of two-type
continuous-state branching processes in L\'{e}vy random environments. Result
shows that the $n$th moment of the process is a polynomial of the initial value
of the process with at most $n$ degree. Under some natural condition, the
criteria for the existence of $f$-moment of the process are also proved. |
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DOI: | 10.48550/arxiv.2203.05801 |