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On Shift Harnack Inequalities for Subordinate Semigroups and Moment Estimates for L\'evy Processes

Authors :
Deng, Chang-Song
Schilling, René L.
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

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