Moment estimates for Lévy processes

From MaRDI portal
Publication:1038899

DOI10.1214/ECP.v13-1397zbMath1189.60098arXivmath/0607282MaRDI QIDQ1038899

Harald Luschgy, Gilles Pagès

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607282




Related Items

Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driverMoment formulas for multitype continuous state and continuous time branching process with immigrationMoments of continuous-state branching processes in Lévy random environmentsConvergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequencyScaling limit of a kinetic inhomogeneous stochastic system in the quadratic potentialOn properties and applications of Gaussian subordinated Lévy fieldsParametric estimation for discretely observed stochastic processes with jumpsStatistical inference for time-changed Lévy processes via composite characteristic function estimationStochastic integration with respect to cylindrical Lévy processes by \(p\)-summing operatorsNon-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy processOn shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processesExistence and estimates of moments for Lévy-type processesTwo-step estimation of ergodic Lévy driven SDEMultidimensional Lévy white noise in weighted Besov spacesFractal functional quantization of mean-regular stochastic processesWavelet analysis of the Besov regularity of Lévy white noiseSmall-Time Asymptotics of Option Prices and First Absolute MomentsEstimating functions for SDE driven by stable Lévy processes