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On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for L\'evy Processes
- Publication Year :
- 2014
-
Abstract
- We show that shift Harnack type inequalities (in the sense of F.-Y.~Wang \cite{Wan14}) are preserved under Bochner's subordination. The proofs are based on two types of moment estimates for subordinators. As a by-product we establish moment estimates for general L\'evy processes.<br />Comment: to appear in Stochastic Process. Appl
- Subjects :
- Mathematics - Probability
Mathematics - Functional Analysis
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1412.6700
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1016/j.spa.2015.05.013