Moment properties for two-type continuous-state branching processes in Lévy random environments (Q6541293)

Let \(t\geqslant0\) and say that the random processes \(X_1(t)\), \(X_2(t)\) satisfy a certain system of stochastic differential equations (eqs. (1.6) and (1.7) in the paper). The authors prove integer moment recursions of \(\{X(t) = (X_1(t),\,X_2(t)): t\geqslant0\}\) and consider the equivalent condition for the existence of \(f\)-moment. The main results are listed in Theorems 1.1 and 1.2. Theorem 1.1 gives the expressions of \(\mathbb{E}[X_1(t)]^n\) and \(\mathbb{E}[X_2(t)]^n\), where \(n\geqslant2\). Theorem 1.2 considers the conditions of \(\mathbb{E}f(||X(t)||)<\infty\), where \(f\) is a positive continuous function on \([0,\,\infty)\) and satisfies several other assumptions (Condition A in the paper).