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“To me, she has always been very, very stable,” he said.

On a webpage devoted to a family wedding, Lulu was described as loving “art projects, ballet, and all things princess.” It said Leo was just learning to walk.

The family had moved to New York from San Francisco within the last few years. The children’s father was named general manager of CNBC’s digital media division in March, after working previously in digital media at Bloomberg. Their mother also had a cooking blog and taught art classes to young children.

The family lived in a stately, late 19th-century apartment building where one three-bedroom unit currently available for rent has an asking price of $10,000 per month. They had a greyhound, retired from racing, named Babar.

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Associated Press writer David B. Caruso contributed to this report.