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 plays an essential role in the proofs.
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Acknowledgments
We are very thankful to the referees for a list of comments and advice which greatly improved our presentation of the results.
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This paper is supported by the National Natural Science Foundation of China (No. 11531001 and No. 11626245).
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Ji, Ln., Li, Zh. Moments of Continuous-state Branching Processes with or Without Immigration. Acta Math. Appl. Sin. Engl. Ser. 36, 361–373 (2020). https://doi.org/10.1007/s10255-020-0935-2
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DOI: https://doi.org/10.1007/s10255-020-0935-2