文献类型：期刊文献

英文题名：Moment Properties for Two-type Continuous-state Branching Processes in Levy Random Environments

作者：Chen, Shukai[1,2,3,4,5];Zheng, Xiangqi[6]

机构：[1]Fujian Normal Univ, Sch Math & Stat, Fuzhou 350117, Peoples R China;[2]Fujian Normal Univ, Key Lab Analyt Math & Applicat, Minist Educ, Fuzhou 350117, Peoples R China;[3]Fujian Normal Univ, Fujian Prov Key Lab Stat & Artificial Intelligenc, Fuzhou 350117, Peoples R China;[4]Fujian Normal Univ, Fujian Key Lab Analyt Math & Applicat FJKLAMA, Fuzhou 350117, Peoples R China;[5]Fujian Normal Univ, Ctr Appl Math Fujian Prov FJNU, Fuzhou 350117, Peoples R China;[6]East China Univ Sci & Technol, Sch Math, Shanghai 200237, Peoples R China

年份：2023

卷号：29

期号：3

起止页码：301

外文期刊名：MARKOV PROCESSES AND RELATED FIELDS

收录：;WOS:【SCI-EXPANDED(收录号:WOS:001171660600001)】；

基金：Heartfelt thanks are given to Professor Jordan Stoyanov and the anonymous referee for their valuable comments on this work. The authors also thank Doctor Lina Ji and Doctor Rongjuan Fang for their useful discussions and suggestions. This paper is supported by National Natural Science Foundation of China M100-4-23001 and Special Fund for Central Universities SLK05231203 and JGK00223001.

语种：英文

外文关键词：Moment property; continuous-state branching process; random environment

摘要：We first derive the recursions for integer moments of two-type continuous-state branching processes in Levy random environments. We show that the nth moment of the process is a polynomial of the initial value of the process with at most n degree. Meanwhile, the criteria for the existence of f-moment of the process is also established under some natural conditions.