Moments of Markovian growth–collapse processes

Abstract We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of moments Markovian growth–collapse processes. This extends existing formulas mean and variance available in literature closed-form expressions all orders. In comparison other methods based on differential equations, our approach yields explicit summations terms time parameter. also treat case associated embedded chain, provide recursive codes Maple Mathematica cumulants any order arbitrary cut-off sequences jump size functions.