Moment formulas for multi-type continuous state and continuous time branching processes with immigration

Abstract

Recursions for moments of multi-type continuous state and continuous time branching process with immigration are derived. It turns out that the $k$-th (mixed) moments and the $k$-th (mixed) central moments are polynomials of the initial value of the process, and their degree are at most $k$ and $\lfloor k/2\rfloor$, respectively.

36 pages

References in corpus (2)

• Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
• Catalytic branching processes via spine techniques and renewal theory

Cited by in corpus (2)

• Statistical inference for critical continuous state and continuous time branching processes with immigration
• Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration