On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes
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Publication:492955
DOI10.1016/J.SPA.2015.05.013zbMATH Open1328.60118arXiv1412.6700OpenAlexW1536722929MaRDI QIDQ492955FDOQ492955
Authors: Chang-Song Deng, R. L. Schilling 
Publication date: 21 August 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1412.6700
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Cited In (22)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid
- Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
- On a Cameron-Martin type quasi-invariance theorem and applications to subordinate Brownian motion
- Dimension-independent Harnack inequalities for subordinated semigroups
- Existence and estimates of moments for Lévy-type processes
- The log-Lévy moment problem via Berg-Urbanik semigroups
- Kinetic time-inhomogeneous Lévy-driven model
- Multidimensional Lévy white noise in weighted Besov spaces
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
- Positive-part moments via characteristic functions, and more general expressions
- Exact asymptotic formulas for the heat kernels of space and time-fractional equations
- Gradient estimates for SDEs driven by multiplicative Lévy noise
- Intermittency in the small-time behavior of Lévy processes
- Wavelet analysis of the Besov regularity of Lévy white noise
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
- Maximal inequalities and some applications
- On properties and applications of Gaussian subordinated Lévy fields
- Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination
- Harnack inequalities for functional SDEs driven by subordinate Brownian motions
- Subgeometric rates of convergence for Markov processes under subordination
- Algebraic ergodicity for SDEs driven by Lévy processes
- Lévy processes, generalized moments and uniform integrability
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