Existence and estimates of moments for Lévy-type processes

DOI10.1016/J.SPA.2016.07.008zbMath1355.60112arXiv1507.07907OpenAlexW1989134385MaRDI QIDQ511141

Franziska Kühn

Publication date: 14 February 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.07907

zbMATH Keywords

generalized momentsfractional momentsLévy-type processesexistence of moments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic integrals (60H05)

Related Items (13)

Operator-stable-like processes ⋮ Lévy Processes, Generalized Moments and Uniform Integrability ⋮ Schauder estimates for equations associated with Lévy generators ⋮ Maximal inequalities and some applications ⋮ On the domain of fractional Laplacians and related generators of Feller processes ⋮ Uniform dimension results for a family of Markov processes ⋮ Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs ⋮ Schauder estimates for Poisson equations associated with non-local Feller generators ⋮ Wavelet analysis of the Besov regularity of Lévy white noise ⋮ A Liouville theorem for Lévy generators ⋮ Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination ⋮ Subgeometric rates of convergence for Markov processes under subordination ⋮ Learning stochastic dynamics with statistics-informed neural network

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• Multivariate characteristic and correlation functions
• Brownian motion. An introduction to stochastic processes. With contributions by Björn Böttcher
• On Discontinuous Martingales
• Asymptotic properties of power variations of Lévy processes

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