Showing 2022Show all
2 papers · 1 filter
math.PR2022
Moment properties for two-type continuous-state branching processes in random environments
Shukai Chen, Xiangqi Zheng
We first derive the recurisions for integer moments of two-type continuous-state branching processes in Lévy random environments. Result shows that the th moment of the process…
math.PR2022
Wasserstein-type distances of two-type continuous-state branching processes in Lévy random environments
Shukai Chen, Rongjuan Fang, Xiangqi Zheng
Under natural conditions, we proved the exponential ergodicity in Wasserstein distance of two-type continuous-state branching processes in Lévy random environments with immigration…